SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 196.22 197.61 1.39 0.7% 197.82
High 196.75 197.86 1.11 0.6% 197.98
Low 195.78 197.44 1.66 0.8% 195.06
Close 196.61 197.60 0.99 0.5% 196.61
Range 0.97 0.42 -0.55 -56.7% 2.92
ATR 1.25 1.25 0.00 0.0% 0.00
Volume 64,243,398 58,657,898 -5,585,500 -8.7% 406,114,999
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 198.89 198.67 197.83
R3 198.47 198.25 197.72
R2 198.05 198.05 197.68
R1 197.83 197.83 197.64 197.73
PP 197.63 197.63 197.63 197.59
S1 197.41 197.41 197.56 197.31
S2 197.21 197.21 197.52
S3 196.79 196.99 197.48
S4 196.37 196.57 197.37
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
5 197.86 195.06 2.80 1.4% 1.13 0.6% 91% True False 80,615,299
10 198.29 195.06 3.23 1.6% 0.97 0.5% 79% False False 73,116,078
20 198.29 193.66 4.63 2.3% 1.08 0.5% 85% False False 80,029,864
40 198.29 186.72 11.57 5.9% 1.07 0.5% 94% False False 77,479,522
60 198.29 184.96 13.33 6.7% 1.19 0.6% 95% False False 82,644,863
80 198.29 181.31 16.98 8.6% 1.42 0.7% 96% False False 92,891,437
100 198.29 181.31 16.98 8.6% 1.45 0.7% 96% False False 98,161,627
120 198.29 173.71 24.58 12.4% 1.53 0.8% 97% False False 105,305,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.19
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 199.65
2.618 198.96
1.618 198.54
1.000 198.28
0.618 198.12
HIGH 197.86
0.618 197.70
0.500 197.65
0.382 197.60
LOW 197.44
0.618 197.18
1.000 197.02
1.618 196.76
2.618 196.34
4.250 195.66
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 197.65 197.22
PP 197.63 196.84
S1 197.62 196.46

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

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