SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 205.29 205.26 -0.03 0.0% 210.78
High 205.50 207.18 1.68 0.8% 212.06
Low 204.40 205.20 0.80 0.4% 207.10
Close 204.50 207.10 2.60 1.3% 207.50
Range 1.10 1.98 0.88 80.0% 4.96
ATR 1.92 1.97 0.05 2.8% 0.00
Volume 110,145,703 93,993,500 -16,152,203 -14.7% 577,315,116
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 212.43 211.75 208.19
R3 210.45 209.77 207.64
R2 208.47 208.47 207.46
R1 207.79 207.79 207.28 208.13
PP 206.49 206.49 206.49 206.67
S1 205.81 205.81 206.92 206.15
S2 204.51 204.51 206.74
S3 202.53 203.83 206.56
S4 200.55 201.85 206.01
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
5 209.94 204.40 5.54 2.7% 1.81 0.9% 49% False False 127,841,423
10 212.06 204.40 7.66 3.7% 1.57 0.8% 35% False False 113,647,023
20 212.24 204.40 7.84 3.8% 1.44 0.7% 34% False False 100,515,451
40 212.24 197.86 14.38 6.9% 2.03 1.0% 64% False False 120,580,141
60 212.97 197.86 15.11 7.3% 2.27 1.1% 61% False False 132,889,522
80 212.97 197.86 15.11 7.3% 2.08 1.0% 61% False False 124,470,270
100 212.97 187.62 25.35 12.2% 2.00 1.0% 77% False False 122,460,891
120 212.97 181.92 31.05 15.0% 2.13 1.0% 81% False False 130,154,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 215.60
2.618 212.36
1.618 210.38
1.000 209.16
0.618 208.40
HIGH 207.18
0.618 206.42
0.500 206.19
0.382 205.96
LOW 205.20
0.618 203.98
1.000 203.22
1.618 202.00
2.618 200.02
4.250 196.79
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 206.80 206.66
PP 206.49 206.23
S1 206.19 205.79

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

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