SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Mar-2017
Day Change Summary
Previous Current
27-Mar-2017 28-Mar-2017 Change Change % Previous Week
Open 231.93 233.27 1.34 0.6% 237.03
High 233.92 235.81 1.89 0.8% 237.61
Low 231.61 233.14 1.53 0.7% 232.96
Close 233.62 235.32 1.70 0.7% 233.86
Range 2.31 2.67 0.36 15.6% 4.65
ATR 1.69 1.76 0.07 4.2% 0.00
Volume 87,454,400 93,483,904 6,029,504 6.9% 494,830,300
Daily Pivots for day following 28-Mar-2017
Classic Woodie Camarilla DeMark
R4 242.77 241.71 236.79
R3 240.10 239.04 236.05
R2 237.43 237.43 235.81
R1 236.37 236.37 235.56 236.90
PP 234.76 234.76 234.76 235.02
S1 233.70 233.70 235.08 234.23
S2 232.09 232.09 234.83
S3 229.42 231.03 234.59
S4 226.75 228.36 233.85
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
5 235.81 231.61 4.20 1.8% 2.07 0.9% 88% True False 98,284,500
10 239.44 231.61 7.83 3.3% 1.96 0.8% 47% False False 93,919,630
20 240.32 231.61 8.71 3.7% 1.59 0.7% 43% False False 86,452,575
40 240.32 226.32 14.00 5.9% 1.39 0.6% 64% False False 79,251,700
60 240.32 222.73 17.59 7.5% 1.38 0.6% 72% False False 78,093,223
80 240.32 219.15 21.17 9.0% 1.37 0.6% 76% False False 79,981,302
100 240.32 208.38 31.94 13.6% 1.42 0.6% 84% False False 83,495,456
120 240.32 208.38 31.94 13.6% 1.44 0.6% 84% False False 83,287,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 247.16
2.618 242.80
1.618 240.13
1.000 238.48
0.618 237.46
HIGH 235.81
0.618 234.79
0.500 234.48
0.382 234.16
LOW 233.14
0.618 231.49
1.000 230.47
1.618 228.82
2.618 226.15
4.250 221.79
Fisher Pivots for day following 28-Mar-2017
Pivot 1 day 3 day
R1 235.04 234.78
PP 234.76 234.25
S1 234.48 233.71

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

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