SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Mar-2017
Day Change Summary
Previous Current
23-Mar-2017 24-Mar-2017 Change Change % Previous Week
Open 234.00 234.38 0.38 0.2% 237.03
High 235.34 235.04 -0.30 -0.1% 237.61
Low 233.60 232.96 -0.64 -0.3% 232.96
Close 234.03 233.86 -0.17 -0.1% 233.86
Range 1.74 2.08 0.34 19.5% 4.65
ATR 1.61 1.64 0.03 2.1% 0.00
Volume 100,410,200 112,504,800 12,094,600 12.0% 494,830,300
Daily Pivots for day following 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 240.19 239.11 235.00
R3 238.11 237.03 234.43
R2 236.03 236.03 234.24
R1 234.95 234.95 234.05 234.45
PP 233.95 233.95 233.95 233.71
S1 232.87 232.87 233.67 232.37
S2 231.87 231.87 233.48
S3 229.79 230.79 233.29
S4 227.71 228.71 232.72
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 248.76 245.96 236.42
R3 244.11 241.31 235.14
R2 239.46 239.46 234.71
R1 236.66 236.66 234.29 235.74
PP 234.81 234.81 234.81 234.35
S1 232.01 232.01 233.43 231.09
S2 230.16 230.16 233.01
S3 225.51 227.36 232.58
S4 220.86 222.71 231.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 237.61 232.96 4.65 2.0% 2.09 0.9% 19% False True 98,966,060
10 239.44 232.96 6.48 2.8% 1.63 0.7% 14% False True 87,539,549
20 240.32 232.96 7.36 3.1% 1.43 0.6% 12% False True 85,079,525
40 240.32 226.32 14.00 6.0% 1.33 0.6% 54% False False 78,214,450
60 240.32 222.73 17.59 7.5% 1.35 0.6% 63% False False 76,957,435
80 240.32 219.15 21.17 9.1% 1.34 0.6% 69% False False 80,009,303
100 240.32 208.38 31.94 13.7% 1.41 0.6% 80% False False 83,526,616
120 240.32 208.38 31.94 13.7% 1.42 0.6% 80% False False 83,475,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 243.88
2.618 240.49
1.618 238.41
1.000 237.12
0.618 236.33
HIGH 235.04
0.618 234.25
0.500 234.00
0.382 233.75
LOW 232.96
0.618 231.67
1.000 230.88
1.618 229.59
2.618 227.51
4.250 224.12
Fisher Pivots for day following 24-Mar-2017
Pivot 1 day 3 day
R1 234.00 234.15
PP 233.95 234.05
S1 233.91 233.96

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These figures are updated between 7pm and 10pm EST after a trading day.

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