SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2019

Day Change Summary
	Previous	Current
	26-Mar-2019	27-Mar-2019	Change	Change %	Previous Week
Open	280.99	281.11	0.12	0.0%	281.55
High	282.18	281.76	-0.42	-0.1%	285.18
Low	279.56	277.93	-1.63	-0.6%	279.18
Close	281.12	279.65	-1.47	-0.5%	279.25
Range	2.62	3.83	1.21	46.2%	6.00
ATR	2.89	2.96	0.07	2.3%	0.00
Volume	68,125,904	72,224,704	4,098,800	6.0%	439,286,600

Daily Pivots for day following 27-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	291.27	289.29	281.76
R3	287.44	285.46	280.70
R2	283.61	283.61	280.35
R1	281.63	281.63	280.00	280.71
PP	279.78	279.78	279.78	279.32
S1	277.80	277.80	279.30	276.88
S2	275.95	275.95	278.95
S3	272.12	273.97	278.60
S4	268.29	270.14	277.54

Weekly Pivots for week ending 22-Mar-2019
	Classic	Woodie	Camarilla	DeMark
R4	299.20	295.23	282.55
R3	293.20	289.23	280.90
R2	287.20	287.20	280.35
R1	283.23	283.23	279.80	282.22
PP	281.20	281.20	281.20	280.70
S1	277.23	277.23	278.70	276.22
S2	275.20	275.20	278.15
S3	269.20	271.23	277.60
S4	263.20	265.23	275.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	285.18	277.64	7.54	2.7%	3.64	1.3%	27%	False	False	85,627,043
10	285.18	277.64	7.54	2.7%	2.88	1.0%	27%	False	False	81,403,951
20	285.18	272.42	12.76	4.6%	2.62	0.9%	57%	False	False	80,446,160
40	285.18	264.25	20.93	7.5%	2.39	0.9%	74%	False	False	77,696,400
60	285.18	243.67	41.51	14.8%	2.69	1.0%	87%	False	False	85,072,673
80	285.18	233.76	51.42	18.4%	3.63	1.3%	89%	False	False	103,040,407
100	285.18	233.76	51.42	18.4%	3.67	1.3%	89%	False	False	102,120,388
120	293.21	233.76	59.45	21.3%	3.93	1.4%	77%	False	False	108,322,922

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	0.68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	298.04
2.618	291.79
1.618	287.96
1.000	285.59
0.618	284.13
HIGH	281.76
0.618	280.30
0.500	279.85
0.382	279.39
LOW	277.93
0.618	275.56
1.000	274.10
1.618	271.73
2.618	267.90
4.250	261.65

Fisher Pivots for day following 27-Mar-2019
Pivot	1 day	3 day
R1	279.85	279.91
PP	279.78	279.82
S1	279.72	279.74

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