SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 204.07 203.76 -0.31 -0.2% 202.16
High 204.94 205.23 0.29 0.1% 205.23
Low 203.80 203.57 -0.23 -0.1% 201.05
Close 204.67 204.56 -0.11 -0.1% 204.38
Range 1.14 1.66 0.52 45.6% 4.18
ATR 2.45 2.39 -0.06 -2.3% 0.00
Volume 72,926,600 97,471,904 24,545,304 33.7% 568,735,000
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 209.43 208.66 205.47
R3 207.77 207.00 205.02
R2 206.11 206.11 204.86
R1 205.34 205.34 204.71 205.73
PP 204.45 204.45 204.45 204.65
S1 203.68 203.68 204.41 204.07
S2 202.79 202.79 204.26
S3 201.13 202.02 204.10
S4 199.47 200.36 203.65
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
5 205.23 201.55 3.68 1.8% 1.70 0.8% 82% True False 114,470,520
10 205.23 197.38 7.85 3.8% 1.96 1.0% 91% True False 112,873,790
20 205.23 189.32 15.91 7.8% 2.22 1.1% 96% True False 116,945,194
40 205.23 181.09 24.14 11.8% 2.56 1.3% 97% True False 135,584,597
60 207.79 181.02 26.77 13.1% 2.77 1.4% 88% False False 147,342,741
80 211.00 181.02 29.98 14.7% 2.73 1.3% 79% False False 144,778,648
100 211.66 181.02 30.64 15.0% 2.58 1.3% 77% False False 136,621,376
120 211.66 181.02 30.64 15.0% 2.51 1.2% 77% False False 133,376,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 212.29
2.618 209.58
1.618 207.92
1.000 206.89
0.618 206.26
HIGH 205.23
0.618 204.60
0.500 204.40
0.382 204.20
LOW 203.57
0.618 202.54
1.000 201.91
1.618 200.88
2.618 199.22
4.250 196.52
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 204.51 204.51
PP 204.45 204.45
S1 204.40 204.40

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

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