SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 237.18 237.56 0.38 0.2% 237.50
High 237.24 239.44 2.20 0.9% 238.12
Low 236.19 237.29 1.10 0.5% 235.74
Close 236.90 238.95 2.05 0.9% 237.69
Range 1.05 2.15 1.10 104.8% 2.38
ATR 1.38 1.47 0.08 6.0% 0.00
Volume 59,880,700 96,081,696 36,200,996 60.5% 371,339,408
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 245.01 244.13 240.13
R3 242.86 241.98 239.54
R2 240.71 240.71 239.34
R1 239.83 239.83 239.15 240.27
PP 238.56 238.56 238.56 238.78
S1 237.68 237.68 238.75 238.12
S2 236.41 236.41 238.56
S3 234.26 235.53 238.36
S4 232.11 233.38 237.77
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 244.32 243.39 239.00
R3 241.94 241.01 238.34
R2 239.56 239.56 238.13
R1 238.63 238.63 237.91 239.10
PP 237.18 237.18 237.18 237.42
S1 236.25 236.25 237.47 236.72
S2 234.80 234.80 237.25
S3 232.42 233.87 237.04
S4 230.04 231.49 236.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 239.44 235.74 3.70 1.5% 1.35 0.6% 87% True False 77,178,940
10 239.57 235.74 3.83 1.6% 1.24 0.5% 84% False False 73,677,881
20 240.32 233.39 6.93 2.9% 1.25 0.5% 80% False False 79,809,255
40 240.32 225.27 15.05 6.3% 1.25 0.5% 91% False False 75,799,937
60 240.32 222.73 17.59 7.4% 1.24 0.5% 92% False False 74,922,800
80 240.32 217.92 22.40 9.4% 1.27 0.5% 94% False False 77,569,090
100 240.32 208.38 31.94 13.4% 1.38 0.6% 96% False False 82,734,516
120 240.32 208.38 31.94 13.4% 1.42 0.6% 96% False False 83,382,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 248.58
2.618 245.07
1.618 242.92
1.000 241.59
0.618 240.77
HIGH 239.44
0.618 238.62
0.500 238.37
0.382 238.11
LOW 237.29
0.618 235.96
1.000 235.14
1.618 233.81
2.618 231.66
4.250 228.15
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 238.76 238.57
PP 238.56 238.19
S1 238.37 237.82

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

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