SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 196.43 196.03 -0.40 -0.2% 193.89
High 196.60 196.10 -0.50 -0.3% 196.60
Low 195.80 195.70 -0.10 -0.1% 193.66
Close 196.48 195.94 -0.54 -0.3% 195.94
Range 0.80 0.40 -0.40 -50.0% 2.94
ATR 1.26 1.23 -0.03 -2.7% 0.00
Volume 85,928,898 100,587,102 14,658,204 17.1% 464,040,907
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 197.11 196.93 196.16
R3 196.71 196.53 196.05
R2 196.31 196.31 196.01
R1 196.13 196.13 195.98 196.02
PP 195.91 195.91 195.91 195.86
S1 195.73 195.73 195.90 195.62
S2 195.51 195.51 195.87
S3 195.11 195.33 195.83
S4 194.71 194.93 195.72
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 204.22 203.02 197.56
R3 201.28 200.08 196.75
R2 198.34 198.34 196.48
R1 197.14 197.14 196.21 197.74
PP 195.40 195.40 195.40 195.70
S1 194.20 194.20 195.67 194.80
S2 192.46 192.46 195.40
S3 189.52 191.26 195.13
S4 186.58 188.32 194.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.60 193.66 2.94 1.5% 1.07 0.5% 78% False False 92,808,181
10 196.60 193.11 3.49 1.8% 1.03 0.5% 81% False False 84,342,890
20 196.60 189.59 7.01 3.6% 0.99 0.5% 91% False False 76,952,025
40 196.60 184.96 11.64 5.9% 1.24 0.6% 94% False False 85,018,050
60 196.60 181.31 15.29 7.8% 1.43 0.7% 96% False False 94,488,068
80 196.60 181.31 15.29 7.8% 1.51 0.8% 96% False False 101,583,328
100 196.60 173.71 22.89 11.7% 1.58 0.8% 97% False False 108,063,393
120 196.60 173.71 22.89 11.7% 1.55 0.8% 97% False False 107,915,532
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 374 trading days
Fibonacci Retracements and Extensions
4.250 197.80
2.618 197.15
1.618 196.75
1.000 196.50
0.618 196.35
HIGH 196.10
0.618 195.95
0.500 195.90
0.382 195.85
LOW 195.70
0.618 195.45
1.000 195.30
1.618 195.05
2.618 194.65
4.250 194.00
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 195.93 195.79
PP 195.91 195.65
S1 195.90 195.50

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

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