SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 191.05 191.52 0.47 0.2% 187.69
High 191.58 191.82 0.24 0.1% 190.48
Low 190.95 191.06 0.11 0.1% 187.07
Close 191.52 191.38 -0.14 -0.1% 190.35
Range 0.63 0.76 0.13 20.6% 3.41
ATR 1.54 1.49 -0.06 -3.6% 0.00
Volume 72,010,305 66,722,797 -5,287,508 -7.3% 386,282,304
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 193.70 193.30 191.80
R3 192.94 192.54 191.59
R2 192.18 192.18 191.52
R1 191.78 191.78 191.45 191.60
PP 191.42 191.42 191.42 191.33
S1 191.02 191.02 191.31 190.84
S2 190.66 190.66 191.24
S3 189.90 190.26 191.17
S4 189.14 189.50 190.96
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 199.53 198.35 192.23
R3 196.12 194.94 191.29
R2 192.71 192.71 190.98
R1 191.53 191.53 190.66 192.12
PP 189.30 189.30 189.30 189.60
S1 188.12 188.12 190.04 188.71
S2 185.89 185.89 189.72
S3 182.48 184.71 189.41
S4 179.07 181.30 188.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 191.82 188.06 3.76 2.0% 0.91 0.5% 88% True False 69,906,321
10 191.82 186.48 5.34 2.8% 1.23 0.6% 92% True False 84,979,631
20 191.82 186.01 5.81 3.0% 1.35 0.7% 92% True False 87,048,595
40 191.82 181.31 10.51 5.5% 1.59 0.8% 96% True False 99,634,090
60 191.82 181.31 10.51 5.5% 1.64 0.9% 96% True False 106,234,063
80 191.82 173.71 18.11 9.5% 1.69 0.9% 98% True False 111,699,686
100 191.82 173.71 18.11 9.5% 1.66 0.9% 98% True False 113,469,786
120 191.82 173.71 18.11 9.5% 1.58 0.8% 98% True False 112,358,234
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 195.05
2.618 193.81
1.618 193.05
1.000 192.58
0.618 192.29
HIGH 191.82
0.618 191.53
0.500 191.44
0.382 191.35
LOW 191.06
0.618 190.59
1.000 190.30
1.618 189.83
2.618 189.07
4.250 187.83
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 191.44 191.16
PP 191.42 190.93
S1 191.40 190.71

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

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