SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 197.05 197.79 0.74 0.4% 195.97
High 197.48 198.29 0.81 0.4% 196.50
Low 196.96 197.64 0.68 0.3% 194.13
Close 197.23 198.20 0.97 0.5% 195.82
Range 0.52 0.65 0.13 25.0% 2.37
ATR 1.21 1.20 -0.01 -0.9% 0.00
Volume 52,474,797 52,938,797 464,000 0.9% 405,395,594
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 199.99 199.75 198.56
R3 199.34 199.10 198.38
R2 198.69 198.69 198.32
R1 198.45 198.45 198.26 198.57
PP 198.04 198.04 198.04 198.11
S1 197.80 197.80 198.14 197.92
S2 197.39 197.39 198.08
S3 196.74 197.15 198.02
S4 196.09 196.50 197.84
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
5 198.29 194.88 3.41 1.7% 0.86 0.4% 97% True False 67,568,298
10 198.29 194.13 4.16 2.1% 1.03 0.5% 98% True False 77,237,058
20 198.29 193.11 5.18 2.6% 1.04 0.5% 98% True False 79,695,429
40 198.29 186.48 11.81 6.0% 1.13 0.6% 99% True False 79,810,527
60 198.29 181.31 16.98 8.6% 1.33 0.7% 99% True False 88,817,551
80 198.29 181.31 16.98 8.6% 1.48 0.7% 99% True False 96,958,477
100 198.29 180.04 18.25 9.2% 1.49 0.8% 100% True False 99,679,467
120 198.29 173.71 24.58 12.4% 1.55 0.8% 100% True False 106,617,227
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 201.05
2.618 199.99
1.618 199.34
1.000 198.94
0.618 198.69
HIGH 198.29
0.618 198.04
0.500 197.97
0.382 197.89
LOW 197.64
0.618 197.24
1.000 196.99
1.618 196.59
2.618 195.94
4.250 194.88
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 198.12 197.87
PP 198.04 197.54
S1 197.97 197.21

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

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