SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	205.91	204.35	-1.56	-0.8%	203.61
High	206.41	207.14	0.73	0.4%	207.14
Low	205.33	203.98	-1.35	-0.7%	202.40
Close	205.52	206.92	1.40	0.7%	206.92
Range	1.08	3.16	2.08	192.6%	4.74
ATR	2.12	2.20	0.07	3.5%	0.00
Volume	94,584,096	114,423,400	19,839,304	21.0%	450,703,692

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	215.49	214.37	208.66
R3	212.33	211.21	207.79
R2	209.17	209.17	207.50
R1	208.05	208.05	207.21	208.61
PP	206.01	206.01	206.01	206.30
S1	204.89	204.89	206.63	205.45
S2	202.85	202.85	206.34
S3	199.69	201.73	206.05
S4	196.53	198.57	205.18

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.71	218.05	209.53
R3	214.97	213.31	208.22
R2	210.23	210.23	207.79
R1	208.57	208.57	207.35	209.40
PP	205.49	205.49	205.49	205.90
S1	203.83	203.83	206.49	204.66
S2	200.75	200.75	206.05
S3	196.01	199.09	205.62
S4	191.27	194.35	204.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.14	202.40	4.74	2.3%	1.91	0.9%	95%	True	False	90,140,738
10	207.14	201.74	5.40	2.6%	1.61	0.8%	96%	True	False	92,488,789
20	207.14	197.38	9.76	4.7%	1.89	0.9%	98%	True	False	104,917,109
40	207.14	181.09	26.05	12.6%	2.27	1.1%	99%	True	False	120,869,409
60	207.14	181.02	26.12	12.6%	2.78	1.3%	99%	True	False	145,636,734
80	209.73	181.02	28.71	13.9%	2.69	1.3%	90%	False	False	142,885,617
100	211.00	181.02	29.98	14.5%	2.57	1.2%	86%	False	False	135,645,954
120	211.66	181.02	30.64	14.8%	2.44	1.2%	85%	False	False	130,014,650

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	220.57
2.618	215.41
1.618	212.25
1.000	210.30
0.618	209.09
HIGH	207.14
0.618	205.93
0.500	205.56
0.382	205.19
LOW	203.98
0.618	202.03
1.000	200.82
1.618	198.87
2.618	195.71
4.250	190.55

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	206.47	206.47
PP	206.01	206.01
S1	205.56	205.56

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