SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	237.34	236.70	-0.64	-0.3%	236.64
High	237.64	237.24	-0.40	-0.2%	240.32
Low	236.40	235.74	-0.66	-0.3%	236.01
Close	236.56	236.86	0.30	0.1%	238.42
Range	1.24	1.50	0.26	21.0%	4.31
ATR	1.42	1.42	0.01	0.4%	0.00
Volume	78,168,704	90,683,904	12,515,200	16.0%	454,855,608

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.11	240.49	237.69
R3	239.61	238.99	237.27
R2	238.11	238.11	237.14
R1	237.49	237.49	237.00	237.80
PP	236.61	236.61	236.61	236.77
S1	235.99	235.99	236.72	236.30
S2	235.11	235.11	236.59
S3	233.61	234.49	236.45
S4	232.11	232.99	236.04

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	251.18	249.11	240.79
R3	246.87	244.80	239.61
R2	242.56	242.56	239.21
R1	240.49	240.49	238.82	241.53
PP	238.25	238.25	238.25	238.77
S1	236.18	236.18	238.02	237.22
S2	233.94	233.94	237.63
S3	229.63	231.87	237.23
S4	225.32	227.56	236.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	238.61	235.74	2.87	1.2%	1.15	0.5%	39%	False	True	74,264,422
10	240.32	235.41	4.91	2.1%	1.23	0.5%	30%	False	False	82,658,501
20	240.32	229.52	10.80	4.6%	1.25	0.5%	68%	False	False	77,961,810
40	240.32	224.96	15.36	6.5%	1.24	0.5%	77%	False	False	75,187,710
60	240.32	222.73	17.59	7.4%	1.27	0.5%	80%	False	False	78,002,083
80	240.32	215.32	25.00	10.6%	1.27	0.5%	86%	False	False	78,283,988
100	240.32	208.38	31.94	13.5%	1.38	0.6%	89%	False	False	82,732,514
120	240.32	208.38	31.94	13.5%	1.43	0.6%	89%	False	False	84,383,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	243.62
2.618	241.17
1.618	239.67
1.000	238.74
0.618	238.17
HIGH	237.24
0.618	236.67
0.500	236.49
0.382	236.31
LOW	235.74
0.618	234.81
1.000	234.24
1.618	233.31
2.618	231.81
4.250	229.37

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	236.74	236.83
PP	236.61	236.79
S1	236.49	236.76

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