SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	237.18	237.56	0.38	0.2%	237.50
High	237.24	239.44	2.20	0.9%	238.12
Low	236.19	237.29	1.10	0.5%	235.74
Close	236.90	238.95	2.05	0.9%	237.69
Range	1.05	2.15	1.10	104.8%	2.38
ATR	1.38	1.47	0.08	6.0%	0.00
Volume	59,880,700	96,081,696	36,200,996	60.5%	371,339,408

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.01	244.13	240.13
R3	242.86	241.98	239.54
R2	240.71	240.71	239.34
R1	239.83	239.83	239.15	240.27
PP	238.56	238.56	238.56	238.78
S1	237.68	237.68	238.75	238.12
S2	236.41	236.41	238.56
S3	234.26	235.53	238.36
S4	232.11	233.38	237.77

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	244.32	243.39	239.00
R3	241.94	241.01	238.34
R2	239.56	239.56	238.13
R1	238.63	238.63	237.91	239.10
PP	237.18	237.18	237.18	237.42
S1	236.25	236.25	237.47	236.72
S2	234.80	234.80	237.25
S3	232.42	233.87	237.04
S4	230.04	231.49	236.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	239.44	235.74	3.70	1.5%	1.35	0.6%	87%	True	False	77,178,940
10	239.57	235.74	3.83	1.6%	1.24	0.5%	84%	False	False	73,677,881
20	240.32	233.39	6.93	2.9%	1.25	0.5%	80%	False	False	79,809,255
40	240.32	225.27	15.05	6.3%	1.25	0.5%	91%	False	False	75,799,937
60	240.32	222.73	17.59	7.4%	1.24	0.5%	92%	False	False	74,922,800
80	240.32	217.92	22.40	9.4%	1.27	0.5%	94%	False	False	77,569,090
100	240.32	208.38	31.94	13.4%	1.38	0.6%	96%	False	False	82,734,516
120	240.32	208.38	31.94	13.4%	1.42	0.6%	96%	False	False	83,382,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 52 trading days

Fibonacci Retracements and Extensions
4.250	248.58
2.618	245.07
1.618	242.92
1.000	241.59
0.618	240.77
HIGH	239.44
0.618	238.62
0.500	238.37
0.382	238.11
LOW	237.29
0.618	235.96
1.000	235.14
1.618	233.81
2.618	231.66
4.250	228.15

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	238.76	238.57
PP	238.56	238.19
S1	238.37	237.82

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