SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	199.32	199.36	0.04	0.0%	195.11
High	199.92	199.79	-0.13	-0.1%	201.35
Low	198.21	198.43	0.22	0.1%	193.33
Close	198.40	199.38	0.98	0.5%	200.43
Range	1.71	1.36	-0.35	-20.5%	8.02
ATR	2.96	2.84	-0.11	-3.8%	0.00
Volume	123,974,800	94,801,104	-29,173,696	-23.5%	594,598,288

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	203.28	202.69	200.13
R3	201.92	201.33	199.75
R2	200.56	200.56	199.63
R1	199.97	199.97	199.50	200.27
PP	199.20	199.20	199.20	199.35
S1	198.61	198.61	199.26	198.91
S2	197.84	197.84	199.13
S3	196.48	197.25	199.01
S4	195.12	195.89	198.63

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.43	219.45	204.84
R3	214.41	211.43	202.64
R2	206.39	206.39	201.90
R1	203.41	203.41	201.17	204.90
PP	198.37	198.37	198.37	199.12
S1	195.39	195.39	199.69	196.88
S2	190.35	190.35	198.96
S3	182.33	187.37	198.22
S4	174.31	179.35	196.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.35	198.11	3.24	1.6%	1.78	0.9%	39%	False	False	108,692,120
10	201.35	192.83	8.52	4.3%	2.19	1.1%	77%	False	False	115,415,499
20	201.35	181.09	20.26	10.2%	2.30	1.2%	90%	False	False	124,418,180
40	201.35	181.02	20.33	10.2%	3.06	1.5%	90%	False	False	158,121,083
60	208.48	181.02	27.46	13.8%	2.88	1.4%	67%	False	False	154,947,766
80	211.00	181.02	29.98	15.0%	2.74	1.4%	61%	False	False	144,116,765
100	211.66	181.02	30.64	15.4%	2.56	1.3%	60%	False	False	136,002,259
120	211.66	181.02	30.64	15.4%	2.58	1.3%	60%	False	False	137,294,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	205.57
2.618	203.35
1.618	201.99
1.000	201.15
0.618	200.63
HIGH	199.79
0.618	199.27
0.500	199.11
0.382	198.95
LOW	198.43
0.618	197.59
1.000	197.07
1.618	196.23
2.618	194.87
4.250	192.65

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	199.29	199.64
PP	199.20	199.55
S1	199.11	199.47

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