SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 186.32 187.84 1.52 0.8% 184.69
High 187.35 187.99 0.64 0.3% 188.96
Low 185.90 184.66 -1.24 -0.7% 183.75
Close 187.28 185.18 -2.10 -1.1% 188.26
Range 1.45 3.33 1.88 129.7% 5.21
ATR 1.69 1.81 0.12 6.9% 0.00
Volume 104,824,297 155,014,203 50,189,906 47.9% 623,100,804
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 195.93 193.89 187.01
R3 192.60 190.56 186.10
R2 189.27 189.27 185.79
R1 187.23 187.23 185.49 186.59
PP 185.94 185.94 185.94 185.62
S1 183.90 183.90 184.87 183.26
S2 182.61 182.61 184.57
S3 179.28 180.57 184.26
S4 175.95 177.24 183.35
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
5 188.96 184.66 4.30 2.3% 1.87 1.0% 12% False True 109,660,000
10 188.96 183.75 5.21 2.8% 1.59 0.9% 27% False False 120,772,940
20 188.96 180.83 8.13 4.4% 1.60 0.9% 54% False False 112,928,780
40 188.96 173.71 15.25 8.2% 1.70 0.9% 75% False False 126,057,993
60 188.96 173.71 15.25 8.2% 1.55 0.8% 75% False False 118,922,103
80 188.96 173.71 15.25 8.2% 1.45 0.8% 75% False False 113,700,918
100 188.96 173.51 15.45 8.3% 1.42 0.8% 76% False False 112,300,290
120 188.96 164.53 24.43 13.2% 1.44 0.8% 85% False False 115,236,652
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 0.34
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 202.14
2.618 196.71
1.618 193.38
1.000 191.32
0.618 190.05
HIGH 187.99
0.618 186.72
0.500 186.33
0.382 185.93
LOW 184.66
0.618 182.60
1.000 181.33
1.618 179.27
2.618 175.94
4.250 170.51
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 186.33 186.69
PP 185.94 186.18
S1 185.56 185.68

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

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