SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 211.52 211.26 -0.26 -0.1% 210.94
High 211.71 211.58 -0.13 -0.1% 212.24
Low 210.65 210.60 -0.05 0.0% 210.48
Close 211.38 210.66 -0.72 -0.3% 210.66
Range 1.06 0.98 -0.08 -7.5% 1.76
ATR 1.95 1.88 -0.07 -3.6% 0.00
Volume 72,697,797 108,075,906 35,378,109 48.7% 400,718,508
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 213.89 213.25 211.20
R3 212.91 212.27 210.93
R2 211.93 211.93 210.84
R1 211.29 211.29 210.75 211.12
PP 210.95 210.95 210.95 210.86
S1 210.31 210.31 210.57 210.14
S2 209.97 209.97 210.48
S3 208.99 209.33 210.39
S4 208.01 208.35 210.12
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 216.41 215.29 211.63
R3 214.65 213.53 211.14
R2 212.89 212.89 210.98
R1 211.77 211.77 210.82 211.45
PP 211.13 211.13 211.13 210.97
S1 210.01 210.01 210.50 209.69
S2 209.37 209.37 210.34
S3 207.61 208.25 210.18
S4 205.85 206.49 209.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 212.24 210.48 1.76 0.8% 1.02 0.5% 10% False False 80,143,701
10 212.24 208.73 3.51 1.7% 1.20 0.6% 55% False False 88,436,881
20 212.24 197.86 14.38 6.8% 1.74 0.8% 89% False False 104,968,325
40 212.24 197.86 14.38 6.8% 2.33 1.1% 89% False False 130,386,893
60 212.97 197.86 15.11 7.2% 2.33 1.1% 85% False False 133,762,422
80 212.97 197.86 15.11 7.2% 2.03 1.0% 85% False False 121,261,720
100 212.97 181.92 31.05 14.7% 2.18 1.0% 93% False False 131,873,525
120 212.97 181.92 31.05 14.7% 2.11 1.0% 93% False False 128,610,690
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 215.75
2.618 214.15
1.618 213.17
1.000 212.56
0.618 212.19
HIGH 211.58
0.618 211.21
0.500 211.09
0.382 210.97
LOW 210.60
0.618 209.99
1.000 209.62
1.618 209.01
2.618 208.03
4.250 206.44
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 211.09 211.42
PP 210.95 211.17
S1 210.80 210.91

These figures are updated between 7pm and 10pm EST after a trading day.

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