SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	186.25	187.72	1.47	0.8%	185.59
High	187.89	189.02	1.13	0.6%	189.02
Low	185.92	186.03	0.11	0.1%	185.47
Close	187.75	186.20	-1.55	-0.8%	186.20
Range	1.97	2.99	1.02	51.8%	3.55
ATR	1.84	1.92	0.08	4.4%	0.00
Volume	117,240,891	163,127,906	45,887,015	39.1%	656,746,781

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.05	194.12	187.84
R3	193.06	191.13	187.02
R2	190.07	190.07	186.75
R1	188.14	188.14	186.47	187.61
PP	187.08	187.08	187.08	186.82
S1	185.15	185.15	185.93	184.62
S2	184.09	184.09	185.65
S3	181.10	182.16	185.38
S4	178.11	179.17	184.56

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.55	195.42	188.15
R3	194.00	191.87	187.18
R2	190.45	190.45	186.85
R1	188.32	188.32	186.53	189.39
PP	186.90	186.90	186.90	187.43
S1	184.77	184.77	185.87	185.84
S2	183.35	183.35	185.55
S3	179.80	181.22	185.22
S4	176.25	177.67	184.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	189.02	185.47	3.55	1.9%	2.02	1.1%	21%	True	False	131,349,356
10	189.02	184.44	4.58	2.5%	1.93	1.0%	38%	True	False	124,445,297
20	189.02	183.75	5.27	2.8%	1.67	0.9%	46%	True	False	122,105,114
40	189.02	173.71	15.31	8.2%	1.81	1.0%	82%	True	False	132,298,315
60	189.02	173.71	15.31	8.2%	1.59	0.9%	82%	True	False	118,433,697
80	189.02	173.71	15.31	8.2%	1.50	0.8%	82%	True	False	116,327,359
100	189.02	173.71	15.31	8.2%	1.47	0.8%	82%	True	False	114,021,529
120	189.02	164.53	24.49	13.2%	1.48	0.8%	88%	True	False	116,680,441

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	0.36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	201.73
2.618	196.85
1.618	193.86
1.000	192.01
0.618	190.87
HIGH	189.02
0.618	187.88
0.500	187.53
0.382	187.17
LOW	186.03
0.618	184.18
1.000	183.04
1.618	181.19
2.618	178.20
4.250	173.32

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	187.53	187.25
PP	187.08	186.90
S1	186.64	186.55

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