SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Apr-2017

Day Change Summary
	Previous	Current
	03-Apr-2017	04-Apr-2017	Change	Change %	Previous Week
Open	235.80	235.00	-0.80	-0.3%	231.93
High	236.03	235.58	-0.45	-0.2%	236.52
Low	233.91	234.55	0.64	0.3%	231.61
Close	235.33	235.48	0.15	0.1%	235.74
Range	2.12	1.03	-1.09	-51.4%	4.91
ATR	1.65	1.61	-0.04	-2.7%	0.00
Volume	85,546,400	56,466,100	-29,080,300	-34.0%	373,359,404

Daily Pivots for day following 04-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.29	237.92	236.05
R3	237.26	236.89	235.76
R2	236.23	236.23	235.67
R1	235.86	235.86	235.57	236.05
PP	235.20	235.20	235.20	235.30
S1	234.83	234.83	235.39	235.02
S2	234.17	234.17	235.29
S3	233.14	233.80	235.20
S4	232.11	232.77	234.91

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	249.35	247.46	238.44
R3	244.44	242.55	237.09
R2	239.53	239.53	236.64
R1	237.64	237.64	236.19	238.59
PP	234.62	234.62	234.62	235.10
S1	232.73	232.73	235.29	233.68
S2	229.71	229.71	234.84
S3	224.80	227.82	234.39
S4	219.89	222.91	233.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	236.52	233.91	2.61	1.1%	1.26	0.5%	60%	False	False	66,886,720
10	236.52	231.61	4.91	2.1%	1.67	0.7%	79%	False	False	82,585,610
20	239.44	231.61	7.83	3.3%	1.59	0.7%	49%	False	False	82,080,580
40	240.32	228.31	12.01	5.1%	1.40	0.6%	60%	False	False	78,537,312
60	240.32	224.96	15.36	6.5%	1.34	0.6%	68%	False	False	76,516,315
80	240.32	222.73	17.59	7.5%	1.35	0.6%	72%	False	False	79,257,550
100	240.32	212.34	27.98	11.9%	1.39	0.6%	83%	False	False	81,660,203
120	240.32	208.38	31.94	13.6%	1.42	0.6%	85%	False	False	82,676,945

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	239.96
2.618	238.28
1.618	237.25
1.000	236.61
0.618	236.22
HIGH	235.58
0.618	235.19
0.500	235.07
0.382	234.94
LOW	234.55
0.618	233.91
1.000	233.52
1.618	232.88
2.618	231.85
4.250	230.17

Fisher Pivots for day following 04-Apr-2017
Pivot	1 day	3 day
R1	235.34	235.39
PP	235.20	235.30
S1	235.07	235.21

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