SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Mar-2018

Day Change Summary
	Previous	Current
	12-Mar-2018	13-Mar-2018	Change	Change %	Previous Week
Open	279.20	279.84	0.64	0.2%	267.73
High	279.91	280.41	0.50	0.2%	278.87
Low	278.08	276.03	-2.05	-0.7%	267.61
Close	278.52	276.72	-1.80	-0.6%	278.87
Range	1.83	4.38	2.55	139.3%	11.26
ATR	4.07	4.09	0.02	0.5%	0.00
Volume	71,924,704	91,968,896	20,044,192	27.9%	444,110,300

Daily Pivots for day following 13-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	290.86	288.17	279.13
R3	286.48	283.79	277.92
R2	282.10	282.10	277.52
R1	279.41	279.41	277.12	278.57
PP	277.72	277.72	277.72	277.30
S1	275.03	275.03	276.32	274.19
S2	273.34	273.34	275.92
S3	268.96	270.65	275.52
S4	264.58	266.27	274.31

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	308.90	305.14	285.06
R3	297.64	293.88	281.97
R2	286.38	286.38	280.93
R1	282.62	282.62	279.90	284.50
PP	275.12	275.12	275.12	276.06
S1	271.36	271.36	277.84	273.24
S2	263.86	263.86	276.81
S3	252.60	260.10	275.77
S4	241.34	248.84	272.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	280.41	270.20	10.21	3.7%	2.91	1.1%	64%	True	False	86,296,700
10	280.41	264.82	15.59	5.6%	3.90	1.4%	76%	True	False	104,584,980
20	280.41	263.31	17.10	6.2%	3.87	1.4%	78%	True	False	104,677,535
40	286.63	252.92	33.71	12.2%	4.21	1.5%	71%	False	False	129,138,540
60	286.63	252.92	33.71	12.2%	3.24	1.2%	71%	False	False	112,028,154
80	286.63	252.92	33.71	12.2%	2.81	1.0%	71%	False	False	104,126,436
100	286.63	252.92	33.71	12.2%	2.51	0.9%	71%	False	False	96,210,801
120	286.63	248.08	38.55	13.9%	2.25	0.8%	74%	False	False	89,389,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	299.03
2.618	291.88
1.618	287.50
1.000	284.79
0.618	283.12
HIGH	280.41
0.618	278.74
0.500	278.22
0.382	277.70
LOW	276.03
0.618	273.32
1.000	271.65
1.618	268.94
2.618	264.56
4.250	257.42

Fisher Pivots for day following 13-Mar-2018
Pivot	1 day	3 day
R1	278.22	277.88
PP	277.72	277.49
S1	277.22	277.11

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