SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	203.61	202.76	-0.85	-0.4%	204.07
High	203.86	205.25	1.39	0.7%	205.23
Low	202.70	202.40	-0.30	-0.1%	201.74
Close	203.24	205.12	1.88	0.9%	203.12
Range	1.16	2.85	1.69	145.7%	3.49
ATR	2.19	2.24	0.05	2.1%	0.00
Volume	62,408,100	92,922,800	30,514,700	48.9%	335,811,704

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.81	211.81	206.69
R3	209.96	208.96	205.90
R2	207.11	207.11	205.64
R1	206.11	206.11	205.38	206.61
PP	204.26	204.26	204.26	204.51
S1	203.26	203.26	204.86	203.76
S2	201.41	201.41	204.60
S3	198.56	200.41	204.34
S4	195.71	197.56	203.55

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	205.25	201.74	3.51	1.7%	1.68	0.8%	96%	True	False	83,643,200
10	205.25	201.05	4.20	2.0%	1.67	0.8%	97%	True	False	98,626,570
20	205.25	194.45	10.80	5.3%	1.97	1.0%	99%	True	False	107,117,804
40	205.25	181.09	24.16	11.8%	2.38	1.2%	99%	True	False	126,577,122
60	205.89	181.02	24.87	12.1%	2.80	1.4%	97%	False	False	148,181,806
80	211.00	181.02	29.98	14.6%	2.76	1.3%	80%	False	False	145,038,214
100	211.66	181.02	30.64	14.9%	2.57	1.3%	79%	False	False	135,391,018
120	211.66	181.02	30.64	14.9%	2.46	1.2%	79%	False	False	130,783,518

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	217.36
2.618	212.71
1.618	209.86
1.000	208.10
0.618	207.01
HIGH	205.25
0.618	204.16
0.500	203.83
0.382	203.49
LOW	202.40
0.618	200.64
1.000	199.55
1.618	197.79
2.618	194.94
4.250	190.29

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	204.69	204.58
PP	204.26	204.04
S1	203.83	203.50

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