SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	208.46	206.72	-1.74	-0.8%	208.26
High	209.76	207.13	-2.63	-1.3%	209.81
Low	206.96	205.03	-1.93	-0.9%	205.03
Close	207.45	206.33	-1.12	-0.5%	206.33
Range	2.80	2.10	-0.70	-25.0%	4.78
ATR	1.89	1.93	0.04	2.0%	0.00
Volume	97,216,096	142,424,096	45,208,000	46.5%	459,000,088

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.46	211.50	207.49
R3	210.36	209.40	206.91
R2	208.26	208.26	206.72
R1	207.30	207.30	206.52	206.73
PP	206.16	206.16	206.16	205.88
S1	205.20	205.20	206.14	204.63
S2	204.06	204.06	205.95
S3	201.96	203.10	205.75
S4	199.86	201.00	205.18

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.40	218.64	208.96
R3	216.62	213.86	207.64
R2	211.84	211.84	207.21
R1	209.08	209.08	206.77	208.07
PP	207.06	207.06	207.06	206.55
S1	204.30	204.30	205.89	203.29
S2	202.28	202.28	205.45
S3	197.50	199.52	205.02
S4	192.72	194.74	203.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	209.81	205.03	4.78	2.3%	1.79	0.9%	27%	False	True	91,800,017
10	210.92	205.03	5.89	2.9%	1.70	0.8%	22%	False	True	89,589,377
20	210.92	203.09	7.83	3.8%	1.76	0.9%	41%	False	False	89,810,543
40	210.92	197.38	13.54	6.6%	1.82	0.9%	66%	False	False	97,363,826
60	210.92	181.09	29.83	14.5%	2.10	1.0%	85%	False	False	110,516,454
80	210.92	181.02	29.90	14.5%	2.53	1.2%	85%	False	False	131,680,186
100	210.92	181.02	29.90	14.5%	2.50	1.2%	85%	False	False	132,270,602
120	211.00	181.02	29.98	14.5%	2.44	1.2%	84%	False	False	128,006,719

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	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	216.06
2.618	212.63
1.618	210.53
1.000	209.23
0.618	208.43
HIGH	207.13
0.618	206.33
0.500	206.08
0.382	205.83
LOW	205.03
0.618	203.73
1.000	202.93
1.618	201.63
2.618	199.53
4.250	196.11

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	206.25	207.42
PP	206.16	207.06
S1	206.08	206.69

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