SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 195.22 196.22 1.00 0.5% 197.82
High 196.86 196.75 -0.11 -0.1% 197.98
Low 195.06 195.78 0.72 0.4% 195.06
Close 196.34 196.61 0.27 0.1% 196.61
Range 1.80 0.97 -0.83 -46.1% 2.92
ATR 1.27 1.25 -0.02 -1.7% 0.00
Volume 99,040,398 64,243,398 -34,797,000 -35.1% 406,114,999
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 199.29 198.92 197.14
R3 198.32 197.95 196.88
R2 197.35 197.35 196.79
R1 196.98 196.98 196.70 197.17
PP 196.38 196.38 196.38 196.47
S1 196.01 196.01 196.52 196.20
S2 195.41 195.41 196.43
S3 194.44 195.04 196.34
S4 193.47 194.07 196.08
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 205.31 203.88 198.22
R3 202.39 200.96 197.41
R2 199.47 199.47 197.15
R1 198.04 198.04 196.88 197.30
PP 196.55 196.55 196.55 196.18
S1 195.12 195.12 196.34 194.38
S2 193.63 193.63 196.07
S3 190.71 192.20 195.81
S4 187.79 189.28 195.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 197.98 195.06 2.92 1.5% 1.20 0.6% 53% False False 81,222,999
10 198.29 194.88 3.41 1.7% 1.03 0.5% 51% False False 74,395,649
20 198.29 193.30 4.99 2.5% 1.11 0.6% 66% False False 81,197,829
40 198.29 186.48 11.81 6.0% 1.11 0.6% 86% False False 79,886,984
60 198.29 184.65 13.64 6.9% 1.21 0.6% 88% False False 83,420,506
80 198.29 181.31 16.98 8.6% 1.45 0.7% 90% False False 94,360,889
100 198.29 181.31 16.98 8.6% 1.47 0.7% 90% False False 98,840,290
120 198.29 173.71 24.58 12.5% 1.54 0.8% 93% False False 105,555,080
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 200.87
2.618 199.29
1.618 198.32
1.000 197.72
0.618 197.35
HIGH 196.75
0.618 196.38
0.500 196.27
0.382 196.15
LOW 195.78
0.618 195.18
1.000 194.81
1.618 194.21
2.618 193.24
4.250 191.66
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 196.50 196.47
PP 196.38 196.32
S1 196.27 196.18

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

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