SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 197.61 197.72 0.11 0.1% 197.82
High 197.86 198.10 0.24 0.1% 197.98
Low 197.44 196.36 -1.08 -0.5% 195.06
Close 197.60 197.23 -0.37 -0.2% 196.61
Range 0.42 1.74 1.32 314.3% 2.92
ATR 1.25 1.28 0.04 2.8% 0.00
Volume 58,657,898 111,346,195 52,688,297 89.8% 406,114,999
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 202.45 201.58 198.19
R3 200.71 199.84 197.71
R2 198.97 198.97 197.55
R1 198.10 198.10 197.39 197.67
PP 197.23 197.23 197.23 197.01
S1 196.36 196.36 197.07 195.93
S2 195.49 195.49 196.91
S3 193.75 194.62 196.75
S4 192.01 192.88 196.27
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
5 198.10 195.06 3.04 1.5% 1.18 0.6% 71% True False 81,256,038
10 198.29 195.06 3.23 1.6% 1.08 0.5% 67% False False 77,200,278
20 198.29 193.81 4.48 2.3% 1.12 0.6% 76% False False 81,225,958
40 198.29 187.07 11.22 5.7% 1.08 0.5% 91% False False 77,826,734
60 198.29 184.96 13.33 6.8% 1.20 0.6% 92% False False 82,746,389
80 198.29 181.31 16.98 8.6% 1.42 0.7% 94% False False 92,817,753
100 198.29 181.31 16.98 8.6% 1.45 0.7% 94% False False 98,225,109
120 198.29 173.71 24.58 12.5% 1.53 0.8% 96% False False 105,722,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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
4.250 205.50
2.618 202.66
1.618 200.92
1.000 199.84
0.618 199.18
HIGH 198.10
0.618 197.44
0.500 197.23
0.382 197.02
LOW 196.36
0.618 195.28
1.000 194.62
1.618 193.54
2.618 191.80
4.250 188.97
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 197.23 197.13
PP 197.23 197.04
S1 197.23 196.94

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

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