SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Mar-2022

Day Change Summary
	Previous	Current
	15-Mar-2022	16-Mar-2022	Change	Change %	Previous Week
Open	419.77	429.89	10.12	2.4%	431.55
High	426.84	435.68	8.84	2.1%	432.30
Low	418.42	424.80	6.38	1.5%	415.12
Close	426.17	435.62	9.45	2.2%	420.07
Range	8.42	10.88	2.46	29.2%	17.18
ATR	9.63	9.72	0.09	0.9%	0.00
Volume	106,219,100	144,954,800	38,735,700	36.5%	609,332,448

Daily Pivots for day following 16-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	464.67	461.03	441.60
R3	453.79	450.15	438.61
R2	442.91	442.91	437.61
R1	439.27	439.27	436.62	441.09
PP	432.03	432.03	432.03	432.95
S1	428.39	428.39	434.62	430.21
S2	421.15	421.15	433.63
S3	410.27	417.51	432.63
S4	399.39	406.63	429.64

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	474.04	464.24	429.52
R3	456.86	447.06	424.79
R2	439.68	439.68	423.22
R1	429.87	429.87	421.64	426.19
PP	422.50	422.50	422.50	420.65
S1	412.69	412.69	418.50	409.00
S2	405.32	405.32	416.92
S3	388.13	395.51	415.35
S4	370.95	378.33	410.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	435.68	415.79	19.89	4.6%	8.66	2.0%	100%	True	False	107,315,109
10	441.11	415.12	25.99	6.0%	8.78	2.0%	79%	False	False	117,582,034
20	448.06	410.64	37.42	8.6%	9.31	2.1%	67%	False	False	124,471,517
40	459.61	410.64	48.97	11.2%	9.45	2.2%	51%	False	False	130,924,111
60	479.98	410.64	69.34	15.9%	8.05	1.8%	36%	False	False	113,115,839
80	479.98	410.64	69.34	15.9%	7.72	1.8%	36%	False	False	109,453,401
100	479.98	410.64	69.34	15.9%	6.81	1.6%	36%	False	False	98,331,548
120	479.98	410.64	69.34	15.9%	6.43	1.5%	36%	False	False	95,536,532

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	2.27
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	481.92
2.618	464.16
1.618	453.28
1.000	446.56
0.618	442.40
HIGH	435.68
0.618	431.52
0.500	430.24
0.382	428.96
LOW	424.80
0.618	418.08
1.000	413.92
1.618	407.20
2.618	396.32
4.250	378.56

Fisher Pivots for day following 16-Mar-2022
Pivot	1 day	3 day
R1	433.83	432.33
PP	432.03	429.03
S1	430.24	425.74

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