SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 202.00 203.61 1.61 0.8% 204.07
High 203.16 203.86 0.70 0.3% 205.23
Low 201.74 202.70 0.96 0.5% 201.74
Close 203.12 203.24 0.12 0.1% 203.12
Range 1.42 1.16 -0.26 -18.3% 3.49
ATR 2.27 2.19 -0.08 -3.5% 0.00
Volume 84,360,800 62,408,100 -21,952,700 -26.0% 335,811,704
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 206.75 206.15 203.88
R3 205.59 204.99 203.56
R2 204.43 204.43 203.45
R1 203.83 203.83 203.35 203.55
PP 203.27 203.27 203.27 203.13
S1 202.67 202.67 203.13 202.39
S2 202.11 202.11 203.03
S3 200.95 201.51 202.92
S4 199.79 200.35 202.60
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 213.83 211.97 205.04
R3 210.34 208.48 204.08
R2 206.85 206.85 203.76
R1 204.99 204.99 203.44 204.18
PP 203.36 203.36 203.36 202.96
S1 201.50 201.50 202.80 200.69
S2 199.87 199.87 202.48
S3 196.38 198.01 202.16
S4 192.89 194.52 201.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.23 201.74 3.49 1.7% 1.34 0.7% 43% False False 79,643,960
10 205.23 201.05 4.18 2.1% 1.52 0.7% 52% False False 96,695,480
20 205.23 193.33 11.90 5.9% 1.98 1.0% 83% False False 108,767,564
40 205.23 181.09 24.14 11.9% 2.41 1.2% 92% False False 129,517,202
60 207.21 181.02 26.19 12.9% 2.77 1.4% 85% False False 147,688,386
80 211.00 181.02 29.98 14.8% 2.74 1.4% 74% False False 145,099,909
100 211.66 181.02 30.64 15.1% 2.57 1.3% 73% False False 135,324,498
120 211.66 181.02 30.64 15.1% 2.45 1.2% 73% False False 131,061,835
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 208.79
2.618 206.90
1.618 205.74
1.000 205.02
0.618 204.58
HIGH 203.86
0.618 203.42
0.500 203.28
0.382 203.14
LOW 202.70
0.618 201.98
1.000 201.54
1.618 200.82
2.618 199.66
4.250 197.77
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 203.28 203.17
PP 203.27 203.10
S1 203.25 203.04

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

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