SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 196.19 197.05 0.86 0.4% 195.97
High 197.63 197.48 -0.15 -0.1% 196.50
Low 196.13 196.96 0.83 0.4% 194.13
Close 197.03 197.23 0.20 0.1% 195.82
Range 1.50 0.52 -0.98 -65.3% 2.37
ATR 1.26 1.21 -0.05 -4.2% 0.00
Volume 90,470,094 52,474,797 -37,995,297 -42.0% 405,395,594
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 198.78 198.53 197.52
R3 198.26 198.01 197.37
R2 197.74 197.74 197.33
R1 197.49 197.49 197.28 197.62
PP 197.22 197.22 197.22 197.29
S1 196.97 196.97 197.18 197.10
S2 196.70 196.70 197.13
S3 196.18 196.45 197.09
S4 195.66 195.93 196.94
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% 1.03 0.5% 89% False False 73,842,898
10 197.63 194.13 3.50 1.8% 1.04 0.5% 89% False False 80,536,068
20 197.63 192.70 4.93 2.5% 1.11 0.6% 92% False False 81,653,614
40 197.63 186.01 11.62 5.9% 1.17 0.6% 97% False False 81,149,567
60 197.63 181.31 16.32 8.3% 1.35 0.7% 98% False False 89,812,901
80 197.63 181.31 16.32 8.3% 1.50 0.8% 98% False False 97,534,354
100 197.63 179.21 18.42 9.3% 1.49 0.8% 98% False False 100,072,266
120 197.63 173.71 23.92 12.1% 1.56 0.8% 98% False False 107,026,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 199.69
2.618 198.84
1.618 198.32
1.000 198.00
0.618 197.80
HIGH 197.48
0.618 197.28
0.500 197.22
0.382 197.16
LOW 196.96
0.618 196.64
1.000 196.44
1.618 196.12
2.618 195.60
4.250 194.75
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 197.23 197.01
PP 197.22 196.80
S1 197.22 196.58

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

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