SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 187.94 188.44 0.50 0.3% 184.69
High 188.23 188.71 0.48 0.3% 188.96
Low 187.08 186.80 -0.28 -0.1% 183.75
Close 188.16 187.23 -0.93 -0.5% 188.26
Range 1.15 1.91 0.76 66.1% 5.21
ATR 1.69 1.71 0.02 0.9% 0.00
Volume 74,939,102 99,009,000 24,069,898 32.1% 623,100,804
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 193.31 192.18 188.28
R3 191.40 190.27 187.76
R2 189.49 189.49 187.58
R1 188.36 188.36 187.41 187.97
PP 187.58 187.58 187.58 187.39
S1 186.45 186.45 187.05 186.06
S2 185.67 185.67 186.88
S3 183.76 184.54 186.70
S4 181.85 182.63 186.18
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 202.62 200.65 191.13
R3 197.41 195.44 189.69
R2 192.20 192.20 189.22
R1 190.23 190.23 188.74 191.22
PP 186.99 186.99 186.99 187.48
S1 185.02 185.02 187.78 186.01
S2 181.78 181.78 187.30
S3 176.57 179.81 186.83
S4 171.36 174.60 185.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 188.96 186.80 2.16 1.2% 1.21 0.6% 20% False True 91,870,940
10 188.96 183.75 5.21 2.8% 1.38 0.7% 67% False False 114,044,871
20 188.96 180.04 8.92 4.8% 1.53 0.8% 81% False False 110,563,430
40 188.96 173.71 15.25 8.1% 1.69 0.9% 89% False False 125,934,729
60 188.96 173.71 15.25 8.1% 1.51 0.8% 89% False False 118,314,335
80 188.96 173.71 15.25 8.1% 1.43 0.8% 89% False False 113,043,929
100 188.96 170.63 18.33 9.8% 1.40 0.7% 91% False False 112,612,558
120 188.96 164.53 24.43 13.0% 1.43 0.8% 93% False False 115,988,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 196.83
2.618 193.71
1.618 191.80
1.000 190.62
0.618 189.89
HIGH 188.71
0.618 187.98
0.500 187.76
0.382 187.53
LOW 186.80
0.618 185.62
1.000 184.89
1.618 183.71
2.618 181.80
4.250 178.68
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 187.76 187.88
PP 187.58 187.66
S1 187.41 187.45

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

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