SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 194.83 196.43 1.60 0.8% 195.35
High 196.37 196.60 0.23 0.1% 196.05
Low 194.40 195.80 1.40 0.7% 193.11
Close 196.26 196.48 0.22 0.1% 194.13
Range 1.97 0.80 -1.17 -59.4% 2.94
ATR 1.29 1.26 -0.04 -2.7% 0.00
Volume 105,266,797 85,928,898 -19,337,899 -18.4% 379,387,995
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 198.69 198.39 196.92
R3 197.89 197.59 196.70
R2 197.09 197.09 196.63
R1 196.79 196.79 196.55 196.94
PP 196.29 196.29 196.29 196.37
S1 195.99 195.99 196.41 196.14
S2 195.49 195.49 196.33
S3 194.69 195.19 196.26
S4 193.89 194.39 196.04
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 203.25 201.63 195.75
R3 200.31 198.69 194.94
R2 197.37 197.37 194.67
R1 195.75 195.75 194.40 195.09
PP 194.43 194.43 194.43 194.10
S1 192.81 192.81 193.86 192.15
S2 191.49 191.49 193.59
S3 188.55 189.87 193.32
S4 185.61 186.93 192.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.60 193.30 3.30 1.7% 1.20 0.6% 96% True False 89,094,200
10 196.60 193.11 3.49 1.8% 1.06 0.5% 97% True False 82,153,800
20 196.60 188.86 7.74 3.9% 1.02 0.5% 98% True False 75,000,135
40 196.60 184.96 11.64 5.9% 1.27 0.6% 99% True False 84,707,620
60 196.60 181.31 15.29 7.8% 1.46 0.7% 99% True False 94,808,998
80 196.60 181.31 15.29 7.8% 1.53 0.8% 99% True False 101,559,453
100 196.60 173.71 22.89 11.7% 1.59 0.8% 99% True False 108,162,153
120 196.60 173.71 22.89 11.7% 1.55 0.8% 99% True False 107,592,421
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 200.00
2.618 198.69
1.618 197.89
1.000 197.40
0.618 197.09
HIGH 196.60
0.618 196.29
0.500 196.20
0.382 196.11
LOW 195.80
0.618 195.31
1.000 195.00
1.618 194.51
2.618 193.71
4.250 192.40
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 196.39 196.06
PP 196.29 195.63
S1 196.20 195.21

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

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