SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 234.99 235.47 0.48 0.2% 237.03
High 235.81 236.52 0.71 0.3% 237.61
Low 234.73 235.27 0.54 0.2% 232.96
Close 235.54 236.29 0.75 0.3% 233.86
Range 1.08 1.25 0.17 15.7% 4.65
ATR 1.71 1.68 -0.03 -1.9% 0.00
Volume 61,950,300 56,737,800 -5,212,500 -8.4% 494,830,300
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 239.78 239.28 236.98
R3 238.53 238.03 236.63
R2 237.28 237.28 236.52
R1 236.78 236.78 236.40 237.03
PP 236.03 236.03 236.03 236.15
S1 235.53 235.53 236.18 235.78
S2 234.78 234.78 236.06
S3 233.53 234.28 235.95
S4 232.28 233.03 235.60
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
5 236.52 231.61 4.91 2.1% 1.88 0.8% 95% True False 82,426,240
10 237.97 231.61 6.36 2.7% 1.87 0.8% 74% False False 88,345,880
20 239.44 231.61 7.83 3.3% 1.54 0.7% 60% False False 81,416,780
40 240.32 226.82 13.50 5.7% 1.38 0.6% 70% False False 78,343,943
60 240.32 224.96 15.36 6.5% 1.35 0.6% 74% False False 76,731,945
80 240.32 220.42 19.90 8.4% 1.37 0.6% 80% False False 79,541,395
100 240.32 208.38 31.94 13.5% 1.40 0.6% 87% False False 82,759,636
120 240.32 208.38 31.94 13.5% 1.44 0.6% 87% False False 83,145,820
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 241.83
2.618 239.79
1.618 238.54
1.000 237.77
0.618 237.29
HIGH 236.52
0.618 236.04
0.500 235.90
0.382 235.75
LOW 235.27
0.618 234.50
1.000 234.02
1.618 233.25
2.618 232.00
4.250 229.96
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 236.16 235.80
PP 236.03 235.32
S1 235.90 234.83

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

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