SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 195.97 195.53 -0.44 -0.2% 193.89
High 196.05 196.50 0.45 0.2% 196.60
Low 195.52 194.48 -1.04 -0.5% 193.66
Close 195.88 194.70 -1.18 -0.6% 195.94
Range 0.53 2.02 1.49 281.1% 2.94
ATR 1.18 1.24 0.06 5.1% 0.00
Volume 70,611,398 96,236,891 25,625,493 36.3% 464,040,907
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 201.29 200.01 195.81
R3 199.27 197.99 195.26
R2 197.25 197.25 195.07
R1 195.97 195.97 194.89 195.60
PP 195.23 195.23 195.23 195.04
S1 193.95 193.95 194.51 193.58
S2 193.21 193.21 194.33
S3 191.19 191.93 194.14
S4 189.17 189.91 193.59
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
5 196.60 194.40 2.20 1.1% 1.14 0.6% 14% False False 91,726,217
10 196.60 193.11 3.49 1.8% 1.13 0.6% 46% False False 88,802,899
20 196.60 191.06 5.54 2.8% 1.04 0.5% 66% False False 78,686,124
40 196.60 186.01 10.59 5.4% 1.20 0.6% 82% False False 83,301,727
60 196.60 181.31 15.29 7.9% 1.42 0.7% 88% False False 93,201,803
80 196.60 181.31 15.29 7.9% 1.50 0.8% 88% False False 100,609,898
100 196.60 173.71 22.89 11.8% 1.57 0.8% 92% False False 106,376,524
120 196.60 173.71 22.89 11.8% 1.56 0.8% 92% False False 108,113,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 205.09
2.618 201.79
1.618 199.77
1.000 198.52
0.618 197.75
HIGH 196.50
0.618 195.73
0.500 195.49
0.382 195.25
LOW 194.48
0.618 193.23
1.000 192.46
1.618 191.21
2.618 189.19
4.250 185.90
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 195.49 195.49
PP 195.23 195.23
S1 194.96 194.96

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

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