SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 192.40 192.47 0.07 0.0% 191.05
High 192.90 193.30 0.40 0.2% 192.80
Low 192.25 192.27 0.02 0.0% 190.95
Close 192.80 193.19 0.39 0.2% 192.68
Range 0.65 1.03 0.38 58.5% 1.85
ATR 1.33 1.31 -0.02 -1.6% 0.00
Volume 65,046,801 55,529,297 -9,517,504 -14.6% 279,425,204
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 196.01 195.63 193.76
R3 194.98 194.60 193.47
R2 193.95 193.95 193.38
R1 193.57 193.57 193.28 193.76
PP 192.92 192.92 192.92 193.02
S1 192.54 192.54 193.10 192.73
S2 191.89 191.89 193.00
S3 190.86 191.51 192.91
S4 189.83 190.48 192.62
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 197.69 197.04 193.70
R3 195.84 195.19 193.19
R2 193.99 193.99 193.02
R1 193.34 193.34 192.85 193.67
PP 192.14 192.14 192.14 192.31
S1 191.49 191.49 192.51 191.82
S2 190.29 190.29 192.34
S3 188.44 189.64 192.17
S4 186.59 187.79 191.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 193.30 191.33 1.97 1.0% 0.91 0.5% 94% True False 65,184,760
10 193.30 188.06 5.24 2.7% 0.91 0.5% 98% True False 67,545,540
20 193.30 186.01 7.29 3.8% 1.22 0.6% 98% True False 80,645,520
40 193.30 181.31 11.99 6.2% 1.47 0.8% 99% True False 93,892,545
60 193.30 181.31 11.99 6.2% 1.63 0.8% 99% True False 102,827,934
80 193.30 179.21 14.09 7.3% 1.59 0.8% 99% True False 104,676,930
100 193.30 173.71 19.59 10.1% 1.65 0.9% 99% True False 112,100,825
120 193.30 173.71 19.59 10.1% 1.57 0.8% 99% True False 110,834,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 197.68
2.618 196.00
1.618 194.97
1.000 194.33
0.618 193.94
HIGH 193.30
0.618 192.91
0.500 192.79
0.382 192.66
LOW 192.27
0.618 191.63
1.000 191.24
1.618 190.60
2.618 189.57
4.250 187.89
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 193.06 193.01
PP 192.92 192.82
S1 192.79 192.64

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

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