SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 194.98 195.70 0.72 0.4% 195.97
High 195.88 196.17 0.29 0.1% 196.50
Low 194.88 195.53 0.65 0.3% 194.13
Close 195.82 195.72 -0.10 -0.1% 195.82
Range 1.00 0.64 -0.36 -36.0% 2.37
ATR 1.25 1.21 -0.04 -3.5% 0.00
Volume 71,453,602 70,504,203 -949,399 -1.3% 405,395,594
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 197.73 197.36 196.07
R3 197.09 196.72 195.90
R2 196.45 196.45 195.84
R1 196.08 196.08 195.78 196.27
PP 195.81 195.81 195.81 195.90
S1 195.44 195.44 195.66 195.63
S2 195.17 195.17 195.60
S3 194.53 194.80 195.54
S4 193.89 194.16 195.37
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% 1.34 0.7% 67% False False 81,057,679
10 196.60 193.81 2.79 1.4% 1.16 0.6% 68% False False 85,251,639
20 196.60 192.25 4.35 2.2% 1.09 0.6% 80% False False 80,535,174
40 196.60 186.01 10.59 5.4% 1.20 0.6% 92% False False 81,609,367
60 196.60 181.31 15.29 7.8% 1.41 0.7% 94% False False 92,600,210
80 196.60 181.31 15.29 7.8% 1.50 0.8% 94% False False 98,115,699
100 196.60 175.22 21.38 10.9% 1.52 0.8% 96% False False 101,679,465
120 196.60 173.71 22.89 11.7% 1.56 0.8% 96% False False 107,395,628
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 True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 198.89
2.618 197.85
1.618 197.21
1.000 196.81
0.618 196.57
HIGH 196.17
0.618 195.93
0.500 195.85
0.382 195.77
LOW 195.53
0.618 195.13
1.000 194.89
1.618 194.49
2.618 193.85
4.250 192.81
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 195.85 195.53
PP 195.81 195.34
S1 195.76 195.15

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

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