SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 195.61 194.98 -0.63 -0.3% 195.97
High 195.63 195.88 0.25 0.1% 196.50
Low 194.13 194.88 0.75 0.4% 194.13
Close 195.44 195.82 0.38 0.2% 195.82
Range 1.50 1.00 -0.50 -33.3% 2.37
ATR 1.27 1.25 -0.02 -1.5% 0.00
Volume 84,311,797 71,453,602 -12,858,195 -15.3% 405,395,594
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 198.53 198.17 196.37
R3 197.53 197.17 196.10
R2 196.53 196.53 196.00
R1 196.17 196.17 195.91 196.35
PP 195.53 195.53 195.53 195.62
S1 195.17 195.17 195.73 195.35
S2 194.53 194.53 195.64
S3 193.53 194.17 195.55
S4 192.53 193.17 195.27
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 202.59 201.58 197.12
R3 200.22 199.21 196.47
R2 197.85 197.85 196.25
R1 196.84 196.84 196.04 196.16
PP 195.48 195.48 195.48 195.15
S1 194.47 194.47 195.60 193.79
S2 193.11 193.11 195.39
S3 190.74 192.10 195.17
S4 188.37 189.73 194.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.50 194.13 2.37 1.2% 1.32 0.7% 71% False False 81,079,118
10 196.60 193.66 2.94 1.5% 1.20 0.6% 73% False False 86,943,650
20 196.60 191.97 4.63 2.4% 1.11 0.6% 83% False False 80,242,744
40 196.60 186.01 10.59 5.4% 1.22 0.6% 93% False False 82,299,802
60 196.60 181.31 15.29 7.8% 1.42 0.7% 95% False False 92,715,728
80 196.60 181.31 15.29 7.8% 1.51 0.8% 95% False False 98,265,852
100 196.60 173.71 22.89 11.7% 1.53 0.8% 97% False False 102,616,727
120 196.60 173.71 22.89 11.7% 1.56 0.8% 97% False False 107,525,961
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 200.13
2.618 198.50
1.618 197.50
1.000 196.88
0.618 196.50
HIGH 195.88
0.618 195.50
0.500 195.38
0.382 195.26
LOW 194.88
0.618 194.26
1.000 193.88
1.618 193.26
2.618 192.26
4.250 190.63
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 195.67 195.55
PP 195.53 195.28
S1 195.38 195.01

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

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