SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 187.03 184.77 -2.26 -1.2% 185.59
High 187.34 185.34 -2.00 -1.1% 189.02
Low 184.92 183.90 -1.02 -0.6% 185.47
Close 184.97 184.58 -0.39 -0.2% 186.20
Range 2.42 1.44 -0.98 -40.5% 3.55
ATR 1.98 1.94 -0.04 -1.9% 0.00
Volume 119,842,898 142,382,703 22,539,805 18.8% 656,746,781
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 188.93 188.19 185.37
R3 187.49 186.75 184.98
R2 186.05 186.05 184.84
R1 185.31 185.31 184.71 184.96
PP 184.61 184.61 184.61 184.43
S1 183.87 183.87 184.45 183.52
S2 183.17 183.17 184.32
S3 181.73 182.43 184.18
S4 180.29 180.99 183.79
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 197.55 195.42 188.15
R3 194.00 191.87 187.18
R2 190.45 190.45 186.85
R1 188.32 188.32 186.53 189.39
PP 186.90 186.90 186.90 187.43
S1 184.77 184.77 185.87 185.84
S2 183.35 183.35 185.55
S3 179.80 181.22 185.22
S4 176.25 177.67 184.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 189.02 183.90 5.12 2.8% 2.19 1.2% 13% False True 130,123,260
10 189.02 183.90 5.12 2.8% 1.94 1.1% 13% False True 129,815,477
20 189.02 183.75 5.27 2.9% 1.76 1.0% 16% False False 125,294,208
40 189.02 173.71 15.31 8.3% 1.80 1.0% 71% False False 126,571,017
60 189.02 173.71 15.31 8.3% 1.69 0.9% 71% False False 122,768,417
80 189.02 173.71 15.31 8.3% 1.56 0.8% 71% False False 118,906,588
100 189.02 173.71 15.31 8.3% 1.50 0.8% 71% False False 114,434,786
120 189.02 164.53 24.49 13.3% 1.49 0.8% 82% False False 116,066,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 191.46
2.618 189.11
1.618 187.67
1.000 186.78
0.618 186.23
HIGH 185.34
0.618 184.79
0.500 184.62
0.382 184.45
LOW 183.90
0.618 183.01
1.000 182.46
1.618 181.57
2.618 180.13
4.250 177.78
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 184.62 185.62
PP 184.61 185.27
S1 184.59 184.93

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

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