SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 204.11 202.00 -2.11 -1.0% 202.16
High 204.33 203.16 -1.17 -0.6% 205.23
Low 203.01 201.74 -1.27 -0.6% 201.05
Close 203.21 203.12 -0.09 0.0% 204.38
Range 1.32 1.42 0.10 7.6% 4.18
ATR 2.33 2.27 -0.06 -2.6% 0.00
Volume 81,052,400 84,360,800 3,308,400 4.1% 568,735,000
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 206.93 206.45 203.90
R3 205.51 205.03 203.51
R2 204.09 204.09 203.38
R1 203.61 203.61 203.25 203.85
PP 202.67 202.67 202.67 202.80
S1 202.19 202.19 202.99 202.43
S2 201.25 201.25 202.86
S3 199.83 200.77 202.73
S4 198.41 199.35 202.34
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
5 205.23 201.74 3.49 1.7% 1.30 0.6% 40% False True 94,836,840
10 205.23 199.52 5.71 2.8% 1.73 0.9% 63% False False 104,251,120
20 205.23 193.33 11.90 5.9% 2.01 1.0% 82% False False 112,138,839
40 205.23 181.09 24.14 11.9% 2.46 1.2% 91% False False 131,551,967
60 207.79 181.02 26.77 13.2% 2.77 1.4% 83% False False 148,192,261
80 211.00 181.02 29.98 14.8% 2.75 1.4% 74% False False 145,730,092
100 211.66 181.02 30.64 15.1% 2.57 1.3% 72% False False 136,011,187
120 211.66 181.02 30.64 15.1% 2.49 1.2% 72% False False 132,300,126
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 209.20
2.618 206.88
1.618 205.46
1.000 204.58
0.618 204.04
HIGH 203.16
0.618 202.62
0.500 202.45
0.382 202.28
LOW 201.74
0.618 200.86
1.000 200.32
1.618 199.44
2.618 198.02
4.250 195.71
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 202.90 203.49
PP 202.67 203.36
S1 202.45 203.24

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

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