SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 209.07 204.96 -4.11 -2.0% 206.71
High 209.35 206.37 -2.98 -1.4% 211.27
Low 205.71 204.12 -1.59 -0.8% 205.86
Close 205.76 205.27 -0.49 -0.2% 210.41
Range 3.64 2.25 -1.39 -38.2% 5.41
ATR 2.17 2.18 0.01 0.3% 0.00
Volume 159,521,594 153,067,203 -6,454,391 -4.0% 755,050,429
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 212.00 210.89 206.51
R3 209.75 208.64 205.89
R2 207.50 207.50 205.68
R1 206.39 206.39 205.48 206.95
PP 205.25 205.25 205.25 205.53
S1 204.14 204.14 205.06 204.70
S2 203.00 203.00 204.86
S3 200.75 201.89 204.65
S4 198.50 199.64 204.03
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 225.41 223.32 213.39
R3 220.00 217.91 211.90
R2 214.59 214.59 211.40
R1 212.50 212.50 210.91 213.55
PP 209.18 209.18 209.18 209.70
S1 207.09 207.09 209.91 208.14
S2 203.77 203.77 209.42
S3 198.36 201.68 208.92
S4 192.95 196.27 207.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 211.11 204.12 6.99 3.4% 2.04 1.0% 16% False True 127,978,720
10 211.27 204.12 7.15 3.5% 2.39 1.2% 16% False True 137,963,990
20 212.06 204.12 7.94 3.9% 1.98 1.0% 14% False True 125,805,506
40 212.24 197.86 14.38 7.0% 1.93 0.9% 52% False False 117,024,653
60 212.24 197.86 14.38 7.0% 2.21 1.1% 52% False False 128,284,177
80 212.97 197.86 15.11 7.4% 2.24 1.1% 49% False False 131,721,848
100 212.97 197.86 15.11 7.4% 2.02 1.0% 49% False False 122,558,743
120 212.97 181.92 31.05 15.1% 2.16 1.1% 75% False False 130,974,628
Crabel Price Patterns
NR True
NR4 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.93
2.618 212.26
1.618 210.01
1.000 208.62
0.618 207.76
HIGH 206.37
0.618 205.51
0.500 205.25
0.382 204.98
LOW 204.12
0.618 202.73
1.000 201.87
1.618 200.48
2.618 198.23
4.250 194.56
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 205.26 207.26
PP 205.25 206.60
S1 205.25 205.93

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

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