SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 196.03 195.97 -0.06 0.0% 193.89
High 196.10 196.05 -0.05 0.0% 196.60
Low 195.70 195.52 -0.18 -0.1% 193.66
Close 195.94 195.88 -0.06 0.0% 195.94
Range 0.40 0.53 0.13 32.5% 2.94
ATR 1.23 1.18 -0.05 -4.1% 0.00
Volume 100,587,102 70,611,398 -29,975,704 -29.8% 464,040,907
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 197.41 197.17 196.17
R3 196.88 196.64 196.03
R2 196.35 196.35 195.98
R1 196.11 196.11 195.93 195.97
PP 195.82 195.82 195.82 195.74
S1 195.58 195.58 195.83 195.44
S2 195.29 195.29 195.78
S3 194.76 195.05 195.73
S4 194.23 194.52 195.59
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
5 196.60 193.81 2.79 1.4% 0.97 0.5% 74% False False 89,445,600
10 196.60 193.11 3.49 1.8% 1.00 0.5% 79% False False 84,892,149
20 196.60 190.95 5.65 2.9% 0.97 0.5% 87% False False 77,474,794
40 196.60 184.96 11.64 5.9% 1.22 0.6% 94% False False 84,273,832
60 196.60 181.31 15.29 7.8% 1.41 0.7% 95% False False 93,291,880
80 196.60 181.31 15.29 7.8% 1.50 0.8% 95% False False 101,292,462
100 196.60 173.71 22.89 11.7% 1.57 0.8% 97% False False 106,603,535
120 196.60 173.71 22.89 11.7% 1.55 0.8% 97% False False 108,030,148
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 198.30
2.618 197.44
1.618 196.91
1.000 196.58
0.618 196.38
HIGH 196.05
0.618 195.85
0.500 195.79
0.382 195.72
LOW 195.52
0.618 195.19
1.000 194.99
1.618 194.66
2.618 194.13
4.250 193.27
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 195.85 196.06
PP 195.82 196.00
S1 195.79 195.94

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

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