SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 204.17 204.07 -0.10 0.0% 202.16
High 204.78 204.94 0.16 0.1% 205.23
Low 203.80 203.80 0.00 0.0% 201.05
Close 204.38 204.67 0.29 0.1% 204.38
Range 0.98 1.14 0.16 16.3% 4.18
ATR 2.55 2.45 -0.10 -3.9% 0.00
Volume 138,372,496 72,926,600 -65,445,896 -47.3% 568,735,000
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 207.89 207.42 205.30
R3 206.75 206.28 204.98
R2 205.61 205.61 204.88
R1 205.14 205.14 204.77 205.38
PP 204.47 204.47 204.47 204.59
S1 204.00 204.00 204.57 204.24
S2 203.33 203.33 204.46
S3 202.19 202.86 204.36
S4 201.05 201.72 204.04
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 216.09 214.42 206.68
R3 211.91 210.24 205.53
R2 207.73 207.73 205.15
R1 206.06 206.06 204.76 206.90
PP 203.55 203.55 203.55 203.97
S1 201.88 201.88 204.00 202.72
S2 199.37 199.37 203.61
S3 195.19 197.70 203.23
S4 191.01 193.52 202.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.23 201.05 4.18 2.0% 1.67 0.8% 87% False False 113,609,939
10 205.23 197.38 7.85 3.8% 1.97 1.0% 93% False False 115,524,080
20 205.23 189.32 15.91 7.8% 2.24 1.1% 96% False False 117,644,364
40 205.23 181.09 24.14 11.8% 2.59 1.3% 98% False False 136,407,090
60 207.79 181.02 26.77 13.1% 2.76 1.4% 88% False False 147,567,997
80 211.00 181.02 29.98 14.6% 2.74 1.3% 79% False False 144,795,498
100 211.66 181.02 30.64 15.0% 2.58 1.3% 77% False False 136,425,714
120 211.66 181.02 30.64 15.0% 2.52 1.2% 77% False False 133,889,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 209.79
2.618 207.92
1.618 206.78
1.000 206.08
0.618 205.64
HIGH 204.94
0.618 204.50
0.500 204.37
0.382 204.24
LOW 203.80
0.618 203.10
1.000 202.66
1.618 201.96
2.618 200.82
4.250 198.96
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 204.57 204.45
PP 204.47 204.22
S1 204.37 204.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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