SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	02-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	205.62	205.37	-0.25	-0.1%	206.98
High	206.98	208.45	1.47	0.7%	208.61
Low	205.40	205.21	-0.19	-0.1%	204.51
Close	206.44	207.83	1.39	0.7%	206.44
Range	1.58	3.24	1.66	105.1%	4.10
ATR	2.08	2.16	0.08	4.0%	0.00
Volume	86,900,305	114,368,094	27,467,789	31.6%	447,152,704

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.88	215.60	209.61
R3	213.64	212.36	208.72
R2	210.40	210.40	208.42
R1	209.12	209.12	208.13	209.76
PP	207.16	207.16	207.16	207.49
S1	205.88	205.88	207.53	206.52
S2	203.92	203.92	207.24
S3	200.68	202.64	206.94
S4	197.44	199.40	206.05

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.82	216.73	208.70
R3	214.72	212.63	207.57
R2	210.62	210.62	207.19
R1	208.53	208.53	206.82	207.53
PP	206.52	206.52	206.52	206.02
S1	204.43	204.43	206.06	203.43
S2	202.42	202.42	205.69
S3	198.32	200.33	205.31
S4	194.22	196.23	204.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.61	204.51	4.10	2.0%	2.02	1.0%	81%	False	False	112,304,159
10	211.11	204.12	6.99	3.4%	1.98	1.0%	53%	False	False	114,263,828
20	211.27	204.12	7.15	3.4%	2.06	1.0%	52%	False	False	125,558,940
40	212.24	204.12	8.12	3.9%	1.79	0.9%	46%	False	False	111,763,785
60	212.24	197.86	14.38	6.9%	2.15	1.0%	69%	False	False	125,800,654
80	212.97	197.86	15.11	7.3%	2.28	1.1%	66%	False	False	133,498,128
100	212.97	197.86	15.11	7.3%	2.06	1.0%	66%	False	False	123,140,175
120	212.97	181.92	31.05	14.9%	2.10	1.0%	83%	False	False	128,367,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	222.22
2.618	216.93
1.618	213.69
1.000	211.69
0.618	210.45
HIGH	208.45
0.618	207.21
0.500	206.83
0.382	206.45
LOW	205.21
0.618	203.21
1.000	201.97
1.618	199.97
2.618	196.73
4.250	191.44

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	207.50	207.38
PP	207.16	206.93
S1	206.83	206.48

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