SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 184.10 184.70 0.60 0.3% 183.71
High 184.45 184.77 0.32 0.2% 184.94
Low 183.32 183.05 -0.27 -0.1% 181.34
Close 183.64 184.18 0.54 0.3% 183.64
Range 1.13 1.72 0.59 52.2% 3.60
ATR 1.36 1.39 0.03 1.9% 0.00
Volume 107,848,602 88,621,109 -19,227,493 -17.8% 533,572,703
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 189.16 188.39 185.13
R3 187.44 186.67 184.65
R2 185.72 185.72 184.50
R1 184.95 184.95 184.34 184.48
PP 184.00 184.00 184.00 183.76
S1 183.23 183.23 184.02 182.76
S2 182.28 182.28 183.86
S3 180.56 181.51 183.71
S4 178.84 179.79 183.23
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 194.11 192.47 185.62
R3 190.51 188.87 184.63
R2 186.91 186.91 184.30
R1 185.27 185.27 183.97 184.29
PP 183.31 183.31 183.31 182.82
S1 181.67 181.67 183.31 180.69
S2 179.71 179.71 182.98
S3 176.11 178.07 182.65
S4 172.51 174.47 181.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 184.94 181.95 2.99 1.6% 1.35 0.7% 75% False False 94,460,381
10 184.94 181.34 3.60 2.0% 1.39 0.8% 79% False False 99,762,970
20 184.94 180.57 4.37 2.4% 1.14 0.6% 83% False False 95,150,300
40 184.94 177.32 7.62 4.1% 1.19 0.6% 90% False False 99,865,638
60 184.94 174.51 10.43 5.7% 1.24 0.7% 93% False False 101,340,475
80 184.94 164.53 20.41 11.1% 1.31 0.7% 96% False False 108,653,009
100 184.94 163.05 21.89 11.9% 1.32 0.7% 97% False False 109,808,951
120 184.94 163.05 21.89 11.9% 1.31 0.7% 97% False False 108,702,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 192.08
2.618 189.27
1.618 187.55
1.000 186.49
0.618 185.83
HIGH 184.77
0.618 184.11
0.500 183.91
0.382 183.71
LOW 183.05
0.618 181.99
1.000 181.33
1.618 180.27
2.618 178.55
4.250 175.74
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 184.09 184.09
PP 184.00 184.00
S1 183.91 183.91

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These figures are updated between 7pm and 10pm EST after a trading day.

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