SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2017

Day Change Summary
	Previous	Current
	07-Mar-2017	08-Mar-2017	Change	Change %	Previous Week
Open	237.36	237.34	-0.02	0.0%	236.64
High	237.77	237.64	-0.13	-0.1%	240.32
Low	236.76	236.40	-0.36	-0.2%	236.01
Close	237.00	236.56	-0.44	-0.2%	238.42
Range	1.01	1.24	0.23	22.8%	4.31
ATR	1.43	1.42	-0.01	-0.9%	0.00
Volume	65,103,700	78,168,704	13,065,004	20.1%	454,855,608

Daily Pivots for day following 08-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.59	239.81	237.24
R3	239.35	238.57	236.90
R2	238.11	238.11	236.79
R1	237.33	237.33	236.67	237.10
PP	236.87	236.87	236.87	236.75
S1	236.09	236.09	236.45	235.86
S2	235.63	235.63	236.33
S3	234.39	234.85	236.22
S4	233.15	233.61	235.88

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.18	249.11	240.79
R3	246.87	244.80	239.61
R2	242.56	242.56	239.21
R1	240.49	240.49	238.82	241.53
PP	238.25	238.25	238.25	238.77
S1	236.18	236.18	238.02	237.22
S2	233.94	233.94	237.63
S3	229.63	231.87	237.23
S4	225.32	227.56	236.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	239.57	236.40	3.17	1.3%	1.12	0.5%	5%	False	True	70,176,822
10	240.32	235.41	4.91	2.1%	1.22	0.5%	23%	False	False	81,051,701
20	240.32	228.31	12.01	5.1%	1.23	0.5%	69%	False	False	76,005,925
40	240.32	224.96	15.36	6.5%	1.24	0.5%	76%	False	False	74,514,910
60	240.32	222.73	17.59	7.4%	1.27	0.5%	79%	False	False	77,957,446
80	240.32	215.22	25.10	10.6%	1.29	0.5%	85%	False	False	79,301,856
100	240.32	208.38	31.94	13.5%	1.39	0.6%	88%	False	False	82,839,244
120	240.32	208.38	31.94	13.5%	1.44	0.6%	88%	False	False	84,842,005

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	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	242.91
2.618	240.89
1.618	239.65
1.000	238.88
0.618	238.41
HIGH	237.64
0.618	237.17
0.500	237.02
0.382	236.87
LOW	236.40
0.618	235.63
1.000	235.16
1.618	234.39
2.618	233.15
4.250	231.13

Fisher Pivots for day following 08-Mar-2017
Pivot	1 day	3 day
R1	237.02	237.26
PP	236.87	237.03
S1	236.71	236.79

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols