SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	204.22	207.00	2.78	1.4%	206.83
High	206.25	208.10	1.85	0.9%	207.07
Low	203.70	206.84	3.14	1.5%	203.09
Close	205.92	208.00	2.08	1.0%	204.50
Range	2.55	1.26	-1.29	-50.6%	3.98
ATR	2.25	2.24	0.00	-0.2%	0.00
Volume	115,350,600	96,336,400	-19,014,200	-16.5%	463,898,292

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	211.43	210.97	208.69
R3	210.17	209.71	208.35
R2	208.91	208.91	208.23
R1	208.45	208.45	208.12	208.68
PP	207.65	207.65	207.65	207.76
S1	207.19	207.19	207.88	207.42
S2	206.39	206.39	207.77
S3	205.13	205.93	207.65
S4	203.87	204.67	207.31

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.83	214.64	206.69
R3	212.85	210.66	205.59
R2	208.87	208.87	205.23
R1	206.68	206.68	204.86	205.79
PP	204.89	204.89	204.89	204.44
S1	202.70	202.70	204.14	201.81
S2	200.91	200.91	203.77
S3	196.93	198.72	203.41
S4	192.95	194.74	202.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.10	203.09	5.01	2.4%	2.08	1.0%	98%	True	False	100,868,800
10	208.10	203.09	5.01	2.4%	2.07	1.0%	98%	True	False	96,835,018
20	208.10	201.55	6.55	3.1%	1.86	0.9%	98%	True	False	97,390,609
40	208.10	189.32	18.78	9.0%	2.05	1.0%	99%	True	False	107,065,109
60	208.10	181.02	27.08	13.0%	2.51	1.2%	100%	True	False	129,584,986
80	208.48	181.02	27.46	13.2%	2.59	1.2%	98%	False	False	137,020,222
100	211.00	181.02	29.98	14.4%	2.56	1.2%	90%	False	False	134,250,768
120	211.66	181.02	30.64	14.7%	2.47	1.2%	88%	False	False	130,049,397

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	0.46
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	213.46
2.618	211.40
1.618	210.14
1.000	209.36
0.618	208.88
HIGH	208.10
0.618	207.62
0.500	207.47
0.382	207.32
LOW	206.84
0.618	206.06
1.000	205.58
1.618	204.80
2.618	203.54
4.250	201.49

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	207.82	207.30
PP	207.65	206.60
S1	207.47	205.90

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