SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Apr-2016

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	207.14	209.74	2.60	1.3%	205.25
High	209.28	210.20	0.92	0.4%	208.60
Low	207.00	208.94	1.94	0.9%	203.70
Close	209.24	209.90	0.66	0.3%	207.78
Range	2.28	1.26	-1.02	-44.7%	4.90
ATR	2.07	2.01	-0.06	-2.8%	0.00
Volume	82,530,896	88,316,000	5,785,104	7.0%	436,418,800

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	213.46	212.94	210.59
R3	212.20	211.68	210.25
R2	210.94	210.94	210.13
R1	210.42	210.42	210.02	210.68
PP	209.68	209.68	209.68	209.81
S1	209.16	209.16	209.78	209.42
S2	208.42	208.42	209.67
S3	207.16	207.90	209.55
S4	205.90	206.64	209.21

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.39	219.49	210.48
R3	216.49	214.59	209.13
R2	211.59	211.59	208.68
R1	209.69	209.69	208.23	210.64
PP	206.69	206.69	206.69	207.17
S1	204.79	204.79	207.33	205.74
S2	201.79	201.79	206.88
S3	196.89	199.89	206.43
S4	191.99	194.99	205.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.20	206.84	3.36	1.6%	1.31	0.6%	91%	True	False	81,631,539
10	210.20	203.09	7.11	3.4%	1.82	0.9%	96%	True	False	90,800,499
20	210.20	201.74	8.46	4.0%	1.79	0.9%	96%	True	False	89,237,639
40	210.20	189.32	20.88	9.9%	2.01	1.0%	99%	True	False	103,441,001
60	210.20	181.09	29.11	13.9%	2.32	1.1%	99%	True	False	120,683,939
80	210.20	181.02	29.18	13.9%	2.52	1.2%	99%	True	False	132,985,408
100	211.00	181.02	29.98	14.3%	2.55	1.2%	96%	False	False	133,683,926
120	211.66	181.02	30.64	14.6%	2.45	1.2%	94%	False	False	128,561,035

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	215.56
2.618	213.50
1.618	212.24
1.000	211.46
0.618	210.98
HIGH	210.20
0.618	209.72
0.500	209.57
0.382	209.42
LOW	208.94
0.618	208.16
1.000	207.68
1.618	206.90
2.618	205.64
4.250	203.59

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	209.79	209.47
PP	209.68	209.03
S1	209.57	208.60

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