SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 194.87 195.35 0.48 0.2% 192.95
High 195.43 196.05 0.62 0.3% 195.43
Low 194.78 195.17 0.39 0.2% 191.97
Close 195.38 195.58 0.20 0.1% 195.38
Range 0.65 0.88 0.23 35.4% 3.46
ATR 1.33 1.29 -0.03 -2.4% 0.00
Volume 78,696,203 65,118,801 -13,577,402 -17.3% 356,030,395
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 198.24 197.79 196.06
R3 197.36 196.91 195.82
R2 196.48 196.48 195.74
R1 196.03 196.03 195.66 196.26
PP 195.60 195.60 195.60 195.71
S1 195.15 195.15 195.50 195.38
S2 194.72 194.72 195.42
S3 193.84 194.27 195.34
S4 192.96 193.39 195.10
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
5 196.05 192.25 3.80 1.9% 1.03 0.5% 88% True False 71,298,718
10 196.05 190.95 5.10 2.6% 0.94 0.5% 91% True False 70,057,440
20 196.05 186.48 9.57 4.9% 1.14 0.6% 95% True False 78,251,575
40 196.05 181.31 14.74 7.5% 1.35 0.7% 97% True False 90,143,665
60 196.05 181.31 14.74 7.5% 1.57 0.8% 97% True False 100,779,101
80 196.05 180.83 15.22 7.8% 1.58 0.8% 97% True False 103,816,521
100 196.05 173.71 22.34 11.4% 1.62 0.8% 98% True False 110,890,658
120 196.05 173.71 22.34 11.4% 1.56 0.8% 98% True False 109,850,602
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 199.79
2.618 198.35
1.618 197.47
1.000 196.93
0.618 196.59
HIGH 196.05
0.618 195.71
0.500 195.61
0.382 195.51
LOW 195.17
0.618 194.63
1.000 194.29
1.618 193.75
2.618 192.87
4.250 191.43
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 195.61 195.18
PP 195.60 194.78
S1 195.59 194.38

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

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