SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 201.26 202.16 0.90 0.4% 199.34
High 202.81 203.04 0.23 0.1% 202.81
Low 199.52 201.77 2.25 1.1% 197.38
Close 202.76 202.50 -0.26 -0.1% 202.76
Range 3.29 1.27 -2.02 -61.4% 5.43
ATR 2.93 2.81 -0.12 -4.0% 0.00
Volume 137,964,496 73,611,904 -64,352,592 -46.6% 613,798,200
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 206.25 205.64 203.20
R3 204.98 204.37 202.85
R2 203.71 203.71 202.73
R1 203.10 203.10 202.62 203.41
PP 202.44 202.44 202.44 202.59
S1 201.83 201.83 202.38 202.14
S2 201.17 201.17 202.27
S3 199.90 200.56 202.15
S4 198.63 199.29 201.80
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 217.27 215.45 205.75
R3 211.84 210.02 204.25
R2 206.41 206.41 203.76
R1 204.59 204.59 203.26 205.50
PP 200.98 200.98 200.98 201.44
S1 199.16 199.16 202.26 200.07
S2 195.55 195.55 201.76
S3 190.12 193.73 201.27
S4 184.69 188.30 199.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 203.04 197.38 5.66 2.8% 2.26 1.1% 90% True False 117,438,220
10 203.04 194.45 8.59 4.2% 2.27 1.1% 94% True False 115,609,039
20 203.04 187.63 15.41 7.6% 2.27 1.1% 96% True False 118,093,694
40 203.04 181.02 22.02 10.9% 2.88 1.4% 98% True False 151,474,100
60 208.48 181.02 27.46 13.6% 2.87 1.4% 78% False False 151,960,888
80 211.00 181.02 29.98 14.8% 2.75 1.4% 72% False False 143,815,242
100 211.66 181.02 30.64 15.1% 2.59 1.3% 70% False False 136,433,950
120 211.66 181.02 30.64 15.1% 2.57 1.3% 70% False False 135,319,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.69
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 208.44
2.618 206.36
1.618 205.09
1.000 204.31
0.618 203.82
HIGH 203.04
0.618 202.55
0.500 202.41
0.382 202.26
LOW 201.77
0.618 200.99
1.000 200.50
1.618 199.72
2.618 198.45
4.250 196.37
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 202.47 201.74
PP 202.44 200.97
S1 202.41 200.21

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

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