SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	210.61	209.42	-1.19	-0.6%	210.78
High	210.80	209.94	-0.86	-0.4%	212.06
Low	209.85	207.10	-2.75	-1.3%	207.10
Close	210.46	207.50	-2.96	-1.4%	207.50
Range	0.95	2.84	1.89	198.9%	4.96
ATR	1.80	1.92	0.11	6.2%	0.00
Volume	76,872,898	188,127,906	111,255,008	144.7%	577,315,116

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.70	214.94	209.06
R3	213.86	212.10	208.28
R2	211.02	211.02	208.02
R1	209.26	209.26	207.76	208.72
PP	208.18	208.18	208.18	207.91
S1	206.42	206.42	207.24	205.88
S2	205.34	205.34	206.98
S3	202.50	203.58	206.72
S4	199.66	200.74	205.94

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	223.77	220.59	210.23
R3	218.81	215.63	208.86
R2	213.85	213.85	208.41
R1	210.67	210.67	207.95	209.78
PP	208.89	208.89	208.89	208.44
S1	205.71	205.71	207.05	204.82
S2	203.93	203.93	206.59
S3	198.97	200.75	206.14
S4	194.01	195.79	204.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.06	207.10	4.96	2.4%	1.71	0.8%	8%	False	True	115,463,023
10	212.24	207.10	5.14	2.5%	1.36	0.7%	8%	False	True	97,803,362
20	212.24	204.14	8.10	3.9%	1.52	0.7%	41%	False	False	97,968,630
40	212.24	197.86	14.38	6.9%	2.19	1.1%	67%	False	False	125,921,511
60	212.97	197.86	15.11	7.3%	2.35	1.1%	64%	False	False	136,144,524
80	212.97	197.86	15.11	7.3%	2.06	1.0%	64%	False	False	122,535,484
100	212.97	181.92	31.05	15.0%	2.10	1.0%	82%	False	False	128,929,011
120	212.97	181.92	31.05	15.0%	2.13	1.0%	82%	False	False	130,052,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	222.01
2.618	217.38
1.618	214.54
1.000	212.78
0.618	211.70
HIGH	209.94
0.618	208.86
0.500	208.52
0.382	208.18
LOW	207.10
0.618	205.34
1.000	204.26
1.618	202.50
2.618	199.66
4.250	195.03

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	208.52	208.95
PP	208.18	208.47
S1	207.84	207.98

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