SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	186.71	187.70	0.99	0.5%	187.94
High	187.91	187.94	0.03	0.0%	188.71
Low	186.51	185.47	-1.04	-0.6%	184.44
Close	187.66	186.66	-1.00	-0.5%	184.66
Range	1.40	2.47	1.07	76.4%	4.27
ATR	1.78	1.83	0.05	2.7%	0.00
Volume	101,804,492	176,214,094	74,409,602	73.1%	587,706,196

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.10	192.85	188.02
R3	191.63	190.38	187.34
R2	189.16	189.16	187.11
R1	187.91	187.91	186.89	187.30
PP	186.69	186.69	186.69	186.39
S1	185.44	185.44	186.43	184.83
S2	184.22	184.22	186.21
S3	181.75	182.97	185.98
S4	179.28	180.50	185.30

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.75	195.97	187.01
R3	194.48	191.70	185.83
R2	190.21	190.21	185.44
R1	187.43	187.43	185.05	186.69
PP	185.94	185.94	185.94	185.56
S1	183.16	183.16	184.27	182.42
S2	181.67	181.67	183.88
S3	177.40	178.89	183.49
S4	173.13	174.62	182.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	187.99	184.44	3.55	1.9%	1.96	1.1%	63%	False	False	137,062,356
10	188.96	184.44	4.52	2.4%	1.67	0.9%	49%	False	False	116,111,397
20	188.96	182.60	6.36	3.4%	1.57	0.8%	64%	False	False	119,242,389
40	188.96	173.71	15.25	8.2%	1.74	0.9%	85%	False	False	130,133,285
60	188.96	173.71	15.25	8.2%	1.54	0.8%	85%	False	False	118,472,290
80	188.96	173.71	15.25	8.2%	1.46	0.8%	85%	False	False	114,999,462
100	188.96	173.71	15.25	8.2%	1.44	0.8%	85%	False	False	112,857,599
120	188.96	164.53	24.43	13.1%	1.45	0.8%	91%	False	False	115,813,101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	198.44
2.618	194.41
1.618	191.94
1.000	190.41
0.618	189.47
HIGH	187.94
0.618	187.00
0.500	186.71
0.382	186.41
LOW	185.47
0.618	183.94
1.000	183.00
1.618	181.47
2.618	179.00
4.250	174.97

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	186.71	186.71
PP	186.69	186.69
S1	186.68	186.68

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