SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	184.69	186.75	2.06	1.1%	184.28
High	185.45	187.98	2.53	1.4%	187.15
Low	183.75	186.75	3.00	1.6%	184.20
Close	184.98	187.58	2.60	1.4%	186.29
Range	1.70	1.23	-0.47	-27.6%	2.95
ATR	1.83	1.91	0.08	4.6%	0.00
Volume	167,748,406	169,945,797	2,197,391	1.3%	574,548,508

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.13	190.58	188.26
R3	189.90	189.35	187.92
R2	188.67	188.67	187.81
R1	188.12	188.12	187.69	188.40
PP	187.44	187.44	187.44	187.57
S1	186.89	186.89	187.47	187.17
S2	186.21	186.21	187.35
S3	184.98	185.66	187.24
S4	183.75	184.43	186.90

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.73	193.46	187.91
R3	191.78	190.51	187.10
R2	188.83	188.83	186.83
R1	187.56	187.56	186.56	188.20
PP	185.88	185.88	185.88	186.20
S1	184.61	184.61	186.02	185.25
S2	182.93	182.93	185.75
S3	179.98	181.66	185.48
S4	177.03	178.71	184.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	187.98	183.75	4.23	2.3%	1.56	0.8%	91%	True	False	136,218,803
10	187.98	182.60	5.38	2.9%	1.62	0.9%	93%	True	False	126,188,121
20	187.98	173.71	14.27	7.6%	1.67	0.9%	97%	True	False	123,852,002
40	187.98	173.71	14.27	7.6%	1.69	0.9%	97%	True	False	126,537,461
60	187.98	173.71	14.27	7.6%	1.50	0.8%	97%	True	False	119,264,292
80	187.98	173.71	14.27	7.6%	1.46	0.8%	97%	True	False	113,897,803
100	187.98	164.53	23.45	12.5%	1.43	0.8%	98%	True	False	115,394,592
120	187.98	164.53	23.45	12.5%	1.42	0.8%	98%	True	False	115,987,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	193.21
2.618	191.20
1.618	189.97
1.000	189.21
0.618	188.74
HIGH	187.98
0.618	187.51
0.500	187.37
0.382	187.22
LOW	186.75
0.618	185.99
1.000	185.52
1.618	184.76
2.618	183.53
4.250	181.52

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	187.51	187.01
PP	187.44	186.44
S1	187.37	185.87

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