SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Apr-2017

Day Change Summary
	Previous	Current
	11-Apr-2017	12-Apr-2017	Change	Change %	Previous Week
Open	234.90	234.74	-0.16	-0.1%	235.80
High	235.18	234.96	-0.22	-0.1%	237.39
Low	233.34	233.77	0.43	0.2%	233.91
Close	235.06	234.03	-1.03	-0.4%	235.20
Range	1.84	1.19	-0.65	-35.3%	3.48
ATR	1.68	1.65	-0.03	-1.7%	0.00
Volume	88,045,200	81,864,400	-6,180,800	-7.0%	394,318,396

Daily Pivots for day following 12-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	237.82	237.12	234.68
R3	236.63	235.93	234.36
R2	235.44	235.44	234.25
R1	234.74	234.74	234.14	234.50
PP	234.25	234.25	234.25	234.13
S1	233.55	233.55	233.92	233.31
S2	233.06	233.06	233.81
S3	231.87	232.36	233.70
S4	230.68	231.17	233.38

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	245.94	244.05	237.11
R3	242.46	240.57	236.16
R2	238.98	238.98	235.84
R1	237.09	237.09	235.52	236.30
PP	235.50	235.50	235.50	235.10
S1	233.61	233.61	234.88	232.82
S2	232.02	232.02	234.56
S3	228.54	230.13	234.24
S4	225.06	226.65	233.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	236.26	233.34	2.92	1.2%	1.51	0.6%	24%	False	False	76,206,038
10	237.39	233.34	4.05	1.7%	1.56	0.7%	17%	False	False	76,231,409
20	239.20	231.61	7.59	3.2%	1.71	0.7%	32%	False	False	83,368,949
40	240.32	231.61	8.71	3.7%	1.48	0.6%	28%	False	False	81,589,102
60	240.32	225.27	15.05	6.4%	1.40	0.6%	58%	False	False	78,322,941
80	240.32	222.73	17.59	7.5%	1.35	0.6%	64%	False	False	77,034,337
100	240.32	217.92	22.40	9.6%	1.36	0.6%	72%	False	False	78,729,061
120	240.32	208.38	31.94	13.6%	1.44	0.6%	80%	False	False	82,840,255

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	240.02
2.618	238.08
1.618	236.89
1.000	236.15
0.618	235.70
HIGH	234.96
0.618	234.51
0.500	234.37
0.382	234.22
LOW	233.77
0.618	233.03
1.000	232.58
1.618	231.84
2.618	230.65
4.250	228.71

Fisher Pivots for day following 12-Apr-2017
Pivot	1 day	3 day
R1	234.37	234.80
PP	234.25	234.54
S1	234.14	234.29

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