SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 234.38 231.93 -2.45 -1.0% 237.03
High 235.04 233.92 -1.12 -0.5% 237.61
Low 232.96 231.61 -1.35 -0.6% 232.96
Close 233.86 233.62 -0.24 -0.1% 233.86
Range 2.08 2.31 0.23 11.1% 4.65
ATR 1.64 1.69 0.05 2.9% 0.00
Volume 112,504,800 87,454,400 -25,050,400 -22.3% 494,830,300
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 239.98 239.11 234.89
R3 237.67 236.80 234.26
R2 235.36 235.36 234.04
R1 234.49 234.49 233.83 234.93
PP 233.05 233.05 233.05 233.27
S1 232.18 232.18 233.41 232.62
S2 230.74 230.74 233.20
S3 228.43 229.87 232.98
S4 226.12 227.56 232.35
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 248.76 245.96 236.42
R3 244.11 241.31 235.14
R2 239.46 239.46 234.71
R1 236.66 236.66 234.29 235.74
PP 234.81 234.81 234.81 234.35
S1 232.01 232.01 233.43 231.09
S2 230.16 230.16 233.01
S3 225.51 227.36 232.58
S4 220.86 222.71 231.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 237.61 231.61 6.00 2.6% 2.34 1.0% 34% False True 105,949,560
10 239.44 231.61 7.83 3.4% 1.80 0.8% 26% False True 90,559,309
20 240.32 231.61 8.71 3.7% 1.50 0.6% 23% False True 86,626,475
40 240.32 226.32 14.00 6.0% 1.37 0.6% 52% False False 78,908,032
60 240.32 222.73 17.59 7.5% 1.35 0.6% 62% False False 77,346,758
80 240.32 219.15 21.17 9.1% 1.35 0.6% 68% False False 80,228,901
100 240.32 208.38 31.94 13.7% 1.42 0.6% 79% False False 83,788,435
120 240.32 208.38 31.94 13.7% 1.43 0.6% 79% False False 83,508,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 243.74
2.618 239.97
1.618 237.66
1.000 236.23
0.618 235.35
HIGH 233.92
0.618 233.04
0.500 232.77
0.382 232.49
LOW 231.61
0.618 230.18
1.000 229.30
1.618 227.87
2.618 225.56
4.250 221.79
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 233.34 233.57
PP 233.05 233.52
S1 232.77 233.48

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

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