SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 206.30 205.91 -0.39 -0.2% 204.07
High 206.87 206.41 -0.46 -0.2% 205.23
Low 205.59 205.33 -0.26 -0.1% 201.74
Close 206.02 205.52 -0.50 -0.2% 203.12
Range 1.28 1.08 -0.20 -15.6% 3.49
ATR 2.20 2.12 -0.08 -3.6% 0.00
Volume 86,365,296 94,584,096 8,218,800 9.5% 335,811,704
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 208.99 208.34 206.11
R3 207.91 207.26 205.82
R2 206.83 206.83 205.72
R1 206.18 206.18 205.62 205.97
PP 205.75 205.75 205.75 205.65
S1 205.10 205.10 205.42 204.89
S2 204.67 204.67 205.32
S3 203.59 204.02 205.22
S4 202.51 202.94 204.93
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
5 206.87 201.74 5.13 2.5% 1.56 0.8% 74% False False 84,128,218
10 206.87 201.74 5.13 2.5% 1.54 0.7% 74% False False 94,474,298
20 206.87 197.38 9.49 4.6% 1.81 0.9% 86% False False 103,954,544
40 206.87 181.09 25.78 12.5% 2.31 1.1% 95% False False 123,135,197
60 206.87 181.02 25.85 12.6% 2.76 1.3% 95% False False 145,577,107
80 209.97 181.02 28.95 14.1% 2.70 1.3% 85% False False 143,866,766
100 211.00 181.02 29.98 14.6% 2.56 1.2% 82% False False 135,285,807
120 211.66 181.02 30.64 14.9% 2.44 1.2% 80% False False 130,336,582
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 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 211.00
2.618 209.24
1.618 208.16
1.000 207.49
0.618 207.08
HIGH 206.41
0.618 206.00
0.500 205.87
0.382 205.74
LOW 205.33
0.618 204.66
1.000 204.25
1.618 203.58
2.618 202.50
4.250 200.74
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 205.87 205.23
PP 205.75 204.93
S1 205.64 204.64

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

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