SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 195.70 196.19 0.49 0.3% 195.97
High 196.17 197.63 1.46 0.7% 196.50
Low 195.53 196.13 0.60 0.3% 194.13
Close 195.72 197.03 1.31 0.7% 195.82
Range 0.64 1.50 0.86 134.4% 2.37
ATR 1.21 1.26 0.05 4.1% 0.00
Volume 70,504,203 90,470,094 19,965,891 28.3% 405,395,594
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 201.43 200.73 197.86
R3 199.93 199.23 197.44
R2 198.43 198.43 197.31
R1 197.73 197.73 197.17 198.08
PP 196.93 196.93 196.93 197.11
S1 196.23 196.23 196.89 196.58
S2 195.43 195.43 196.76
S3 193.93 194.73 196.62
S4 192.43 193.23 196.21
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
5 197.63 194.13 3.50 1.8% 1.23 0.6% 83% True False 79,904,320
10 197.63 194.13 3.50 1.8% 1.19 0.6% 83% True False 85,815,268
20 197.63 192.27 5.36 2.7% 1.13 0.6% 89% True False 81,806,339
40 197.63 186.01 11.62 5.9% 1.19 0.6% 95% True False 81,974,052
60 197.63 181.31 16.32 8.3% 1.38 0.7% 96% True False 91,285,033
80 197.63 181.31 16.32 8.3% 1.50 0.8% 96% True False 97,815,158
100 197.63 177.79 19.84 10.1% 1.51 0.8% 97% True False 101,255,391
120 197.63 173.71 23.92 12.1% 1.56 0.8% 97% True False 107,344,694
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 204.01
2.618 201.56
1.618 200.06
1.000 199.13
0.618 198.56
HIGH 197.63
0.618 197.06
0.500 196.88
0.382 196.70
LOW 196.13
0.618 195.20
1.000 194.63
1.618 193.70
2.618 192.20
4.250 189.76
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 196.98 196.77
PP 196.93 196.51
S1 196.88 196.26

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

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