SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 194.90 194.65 -0.25 -0.1% 192.95
High 195.12 194.80 -0.32 -0.2% 195.43
Low 194.48 193.11 -1.37 -0.7% 191.97
Close 194.92 193.54 -1.38 -0.7% 195.38
Range 0.64 1.69 1.05 164.1% 3.46
ATR 1.24 1.28 0.04 3.3% 0.00
Volume 68,772,398 106,350,203 37,577,805 54.6% 356,030,395
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 198.89 197.90 194.47
R3 197.20 196.21 194.00
R2 195.51 195.51 193.85
R1 194.52 194.52 193.69 194.17
PP 193.82 193.82 193.82 193.64
S1 192.83 192.83 193.39 192.48
S2 192.13 192.13 193.23
S3 190.44 191.14 193.08
S4 188.75 189.45 192.61
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
5 196.05 193.11 2.94 1.5% 0.92 0.5% 15% False True 75,213,400
10 196.05 191.97 4.08 2.1% 1.00 0.5% 38% False False 72,971,679
20 196.05 186.48 9.57 4.9% 1.11 0.6% 74% False False 78,576,140
40 196.05 184.65 11.40 5.9% 1.26 0.7% 78% False False 84,531,844
60 196.05 181.31 14.74 7.6% 1.56 0.8% 83% False False 98,748,576
80 196.05 181.31 14.74 7.6% 1.56 0.8% 83% False False 103,250,906
100 196.05 173.71 22.34 11.5% 1.62 0.8% 89% False False 110,426,530
120 196.05 173.71 22.34 11.5% 1.53 0.8% 89% False False 108,277,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 201.98
2.618 199.22
1.618 197.53
1.000 196.49
0.618 195.84
HIGH 194.80
0.618 194.15
0.500 193.96
0.382 193.76
LOW 193.11
0.618 192.07
1.000 191.42
1.618 190.38
2.618 188.69
4.250 185.93
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 193.96 194.38
PP 193.82 194.10
S1 193.68 193.82

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

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