SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 206.70 205.29 -1.41 -0.7% 210.78
High 206.81 205.50 -1.31 -0.6% 212.06
Low 204.93 204.40 -0.53 -0.3% 207.10
Close 204.98 204.50 -0.48 -0.2% 207.50
Range 1.88 1.10 -0.78 -41.5% 4.96
ATR 1.98 1.92 -0.06 -3.2% 0.00
Volume 157,121,109 110,145,703 -46,975,406 -29.9% 577,315,116
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 208.10 207.40 205.11
R3 207.00 206.30 204.80
R2 205.90 205.90 204.70
R1 205.20 205.20 204.60 205.00
PP 204.80 204.80 204.80 204.70
S1 204.10 204.10 204.40 203.90
S2 203.70 203.70 204.30
S3 202.60 203.00 204.20
S4 201.50 201.90 203.90
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
5 210.80 204.40 6.40 3.1% 1.60 0.8% 2% False True 124,417,302
10 212.06 204.40 7.66 3.7% 1.48 0.7% 1% False True 111,517,452
20 212.24 204.40 7.84 3.8% 1.42 0.7% 1% False True 100,370,161
40 212.24 197.86 14.38 7.0% 2.10 1.0% 46% False False 123,594,131
60 212.97 197.86 15.11 7.4% 2.28 1.1% 44% False False 134,695,134
80 212.97 197.86 15.11 7.4% 2.08 1.0% 44% False False 124,362,325
100 212.97 182.89 30.08 14.7% 2.02 1.0% 72% False False 124,224,871
120 212.97 181.92 31.05 15.2% 2.12 1.0% 73% False False 130,162,718
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 210.18
2.618 208.38
1.618 207.28
1.000 206.60
0.618 206.18
HIGH 205.50
0.618 205.08
0.500 204.95
0.382 204.82
LOW 204.40
0.618 203.72
1.000 203.30
1.618 202.62
2.618 201.52
4.250 199.73
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 204.95 206.60
PP 204.80 205.90
S1 204.65 205.20

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

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