SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Mar-2018

Day Change Summary
	Previous	Current
	07-Mar-2018	08-Mar-2018	Change	Change %	Previous Week
Open	270.42	273.55	3.13	1.2%	275.93
High	273.18	274.24	1.06	0.4%	278.92
Low	270.20	272.42	2.22	0.8%	264.82
Close	272.78	274.10	1.32	0.5%	269.08
Range	2.98	1.82	-1.16	-38.9%	14.10
ATR	4.38	4.20	-0.18	-4.2%	0.00
Volume	87,063,504	66,901,100	-20,162,404	-23.2%	623,436,408

Daily Pivots for day following 08-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	279.05	278.39	275.10
R3	277.23	276.57	274.60
R2	275.41	275.41	274.43
R1	274.75	274.75	274.27	275.08
PP	273.59	273.59	273.59	273.75
S1	272.93	272.93	273.93	273.26
S2	271.77	271.77	273.77
S3	269.95	271.11	273.60
S4	268.13	269.29	273.10

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	313.24	305.26	276.84
R3	299.14	291.16	272.96
R2	285.04	285.04	271.67
R1	277.06	277.06	270.37	274.00
PP	270.94	270.94	270.94	269.41
S1	262.96	262.96	267.79	259.90
S2	256.84	256.84	266.50
S3	242.74	248.86	265.20
S4	228.64	234.76	261.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.24	264.82	9.42	3.4%	3.44	1.3%	99%	True	False	93,913,640
10	278.92	264.82	14.10	5.1%	4.00	1.5%	66%	False	False	104,668,781
20	278.92	252.92	26.00	9.5%	4.72	1.7%	81%	False	False	124,489,126
40	286.63	252.92	33.71	12.3%	4.10	1.5%	63%	False	False	127,769,360
60	286.63	252.92	33.71	12.3%	3.13	1.1%	63%	False	False	111,922,482
80	286.63	252.92	33.71	12.3%	2.74	1.0%	63%	False	False	102,801,554
100	286.63	252.92	33.71	12.3%	2.43	0.9%	63%	False	False	94,681,441
120	286.63	248.08	38.55	14.1%	2.18	0.8%	67%	False	False	88,649,820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	281.98
2.618	279.00
1.618	277.18
1.000	276.06
0.618	275.36
HIGH	274.24
0.618	273.54
0.500	273.33
0.382	273.12
LOW	272.42
0.618	271.30
1.000	270.60
1.618	269.48
2.618	267.66
4.250	264.69

Fisher Pivots for day following 08-Mar-2018
Pivot	1 day	3 day
R1	273.84	273.47
PP	273.59	272.85
S1	273.33	272.22

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