SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	186.82	186.37	-0.45	-0.2%	185.59
High	187.07	186.94	-0.13	-0.1%	189.02
Low	184.62	185.27	0.65	0.4%	185.47
Close	185.43	186.31	0.88	0.5%	186.20
Range	2.45	1.67	-0.78	-31.8%	3.55
ATR	1.96	1.94	-0.02	-1.1%	0.00
Volume	121,411,102	103,851,695	-17,559,407	-14.5%	656,746,781

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.18	190.42	187.23
R3	189.51	188.75	186.77
R2	187.84	187.84	186.62
R1	187.08	187.08	186.46	186.63
PP	186.17	186.17	186.17	185.95
S1	185.41	185.41	186.16	184.96
S2	184.50	184.50	186.00
S3	182.83	183.74	185.85
S4	181.16	182.07	185.39

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	184.62	4.40	2.4%	2.31	1.2%	38%	False	False	136,369,137
10	189.02	184.44	4.58	2.5%	2.04	1.1%	41%	False	False	129,576,767
20	189.02	183.75	5.27	2.8%	1.71	0.9%	49%	False	False	121,810,819
40	189.02	173.71	15.31	8.2%	1.78	1.0%	82%	False	False	128,191,885
60	189.02	173.71	15.31	8.2%	1.64	0.9%	82%	False	False	120,375,843
80	189.02	173.71	15.31	8.2%	1.53	0.8%	82%	False	False	117,062,154
100	189.02	173.71	15.31	8.2%	1.50	0.8%	82%	False	False	114,550,354
120	189.02	164.53	24.49	13.1%	1.49	0.8%	89%	False	False	116,298,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	194.04
2.618	191.31
1.618	189.64
1.000	188.61
0.618	187.97
HIGH	186.94
0.618	186.30
0.500	186.11
0.382	185.91
LOW	185.27
0.618	184.24
1.000	183.60
1.618	182.57
2.618	180.90
4.250	178.17

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	186.24	186.82
PP	186.17	186.65
S1	186.11	186.48

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