SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 193.41 194.87 1.46 0.8% 192.95
High 194.65 195.43 0.78 0.4% 195.43
Low 192.70 194.78 2.08 1.1% 191.97
Close 194.45 195.38 0.93 0.5% 195.38
Range 1.95 0.65 -1.30 -66.7% 3.46
ATR 1.35 1.33 -0.03 -2.0% 0.00
Volume 92,102,492 78,696,203 -13,406,289 -14.6% 356,030,395
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 197.15 196.91 195.74
R3 196.50 196.26 195.56
R2 195.85 195.85 195.50
R1 195.61 195.61 195.44 195.73
PP 195.20 195.20 195.20 195.26
S1 194.96 194.96 195.32 195.08
S2 194.55 194.55 195.26
S3 193.90 194.31 195.20
S4 193.25 193.66 195.02
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 204.64 203.47 197.28
R3 201.18 200.01 196.33
R2 197.72 197.72 196.01
R1 196.55 196.55 195.70 197.14
PP 194.26 194.26 194.26 194.55
S1 193.09 193.09 195.06 193.68
S2 190.80 190.80 194.75
S3 187.34 189.63 194.43
S4 183.88 186.17 193.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 195.43 191.97 3.46 1.8% 1.06 0.5% 99% True False 71,206,079
10 195.43 189.59 5.84 3.0% 0.94 0.5% 99% True False 69,561,159
20 195.43 186.48 8.95 4.6% 1.16 0.6% 99% True False 79,179,559
40 195.43 181.31 14.12 7.2% 1.44 0.7% 100% True False 92,839,677
60 195.43 181.31 14.12 7.2% 1.61 0.8% 100% True False 102,277,358
80 195.43 180.83 14.60 7.5% 1.58 0.8% 100% True False 104,186,506
100 195.43 173.71 21.72 11.1% 1.63 0.8% 100% True False 111,289,630
120 195.43 173.71 21.72 11.1% 1.56 0.8% 100% True False 110,206,342
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 198.19
2.618 197.13
1.618 196.48
1.000 196.08
0.618 195.83
HIGH 195.43
0.618 195.18
0.500 195.11
0.382 195.03
LOW 194.78
0.618 194.38
1.000 194.13
1.618 193.73
2.618 193.08
4.250 192.02
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 195.29 194.87
PP 195.20 194.36
S1 195.11 193.85

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

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