SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 202.76 206.30 3.54 1.7% 204.07
High 205.25 206.87 1.62 0.8% 205.23
Low 202.40 205.59 3.19 1.6% 201.74
Close 205.12 206.02 0.90 0.4% 203.12
Range 2.85 1.28 -1.57 -55.1% 3.49
ATR 2.24 2.20 -0.03 -1.6% 0.00
Volume 92,922,800 86,365,296 -6,557,504 -7.1% 335,811,704
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 210.00 209.29 206.72
R3 208.72 208.01 206.37
R2 207.44 207.44 206.25
R1 206.73 206.73 206.14 206.45
PP 206.16 206.16 206.16 206.02
S1 205.45 205.45 205.90 205.17
S2 204.88 204.88 205.79
S3 203.60 204.17 205.67
S4 202.32 202.89 205.32
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 213.83 211.97 205.04
R3 210.34 208.48 204.08
R2 206.85 206.85 203.76
R1 204.99 204.99 203.44 204.18
PP 203.36 203.36 203.36 202.96
S1 201.50 201.50 202.80 200.69
S2 199.87 199.87 202.48
S3 196.38 198.01 202.16
S4 192.89 194.52 201.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 206.87 201.74 5.13 2.5% 1.61 0.8% 83% True False 81,421,879
10 206.87 201.55 5.32 2.6% 1.65 0.8% 84% True False 97,946,199
20 206.87 197.25 9.62 4.7% 1.85 0.9% 91% True False 104,346,084
40 206.87 181.09 25.78 12.5% 2.34 1.1% 97% True False 125,334,717
60 206.87 181.02 25.85 12.5% 2.78 1.4% 97% True False 147,706,597
80 209.97 181.02 28.95 14.1% 2.74 1.3% 86% False False 144,762,266
100 211.50 181.02 30.48 14.8% 2.56 1.2% 82% False False 135,302,211
120 211.66 181.02 30.64 14.9% 2.45 1.2% 82% False False 130,584,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 212.31
2.618 210.22
1.618 208.94
1.000 208.15
0.618 207.66
HIGH 206.87
0.618 206.38
0.500 206.23
0.382 206.08
LOW 205.59
0.618 204.80
1.000 204.31
1.618 203.52
2.618 202.24
4.250 200.15
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 206.23 205.56
PP 206.16 205.10
S1 206.09 204.64

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

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