SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 262.13 266.17 4.04 1.5% 273.35
High 265.43 266.77 1.34 0.5% 274.40
Low 259.41 258.84 -0.57 -0.2% 257.83
Close 265.11 260.60 -4.51 -1.7% 258.05
Range 6.02 7.93 1.91 31.7% 16.57
ATR 4.36 4.62 0.25 5.8% 0.00
Volume 141,956,096 129,941,400 -12,014,696 -8.5% 579,995,712
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 285.86 281.16 264.96
R3 277.93 273.23 262.78
R2 270.00 270.00 262.05
R1 265.30 265.30 261.33 263.69
PP 262.07 262.07 262.07 261.26
S1 257.37 257.37 259.87 255.76
S2 254.14 254.14 259.15
S3 246.21 249.44 258.42
S4 238.28 241.51 256.24
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 313.14 302.16 267.16
R3 296.57 285.59 262.61
R2 280.00 280.00 261.09
R1 269.02 269.02 259.57 266.23
PP 263.43 263.43 263.43 262.03
S1 252.45 252.45 256.53 249.66
S2 246.86 246.86 255.01
S3 230.29 235.88 253.49
S4 213.72 219.31 248.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 273.27 257.83 15.44 5.9% 5.95 2.3% 18% False False 136,585,521
10 278.02 257.83 20.19 7.7% 4.38 1.7% 14% False False 114,156,480
20 280.41 257.83 22.58 8.7% 4.14 1.6% 12% False False 109,370,730
40 284.74 252.92 31.82 12.2% 4.74 1.8% 24% False False 130,999,313
60 286.63 252.92 33.71 12.9% 3.80 1.5% 23% False False 118,022,082
80 286.63 252.92 33.71 12.9% 3.21 1.2% 23% False False 110,355,420
100 286.63 252.92 33.71 12.9% 2.82 1.1% 23% False False 100,661,595
120 286.63 252.56 34.07 13.1% 2.53 1.0% 24% False False 93,841,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 300.47
2.618 287.53
1.618 279.60
1.000 274.70
0.618 271.67
HIGH 266.77
0.618 263.74
0.500 262.81
0.382 261.87
LOW 258.84
0.618 253.94
1.000 250.91
1.618 246.01
2.618 238.08
4.250 225.14
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 262.81 262.30
PP 262.07 261.73
S1 261.34 261.17

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

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