SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 198.09 197.76 -0.33 -0.2% 197.09
High 198.26 198.09 -0.17 -0.1% 199.06
Low 197.33 196.62 -0.71 -0.4% 196.43
Close 197.72 197.80 0.08 0.0% 197.72
Range 0.93 1.47 0.54 58.1% 2.63
ATR 1.30 1.32 0.01 0.9% 0.00
Volume 76,837,203 69,258,703 -7,578,500 -9.9% 334,606,216
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 201.91 201.33 198.61
R3 200.44 199.86 198.20
R2 198.97 198.97 198.07
R1 198.39 198.39 197.93 198.68
PP 197.50 197.50 197.50 197.65
S1 196.92 196.92 197.67 197.21
S2 196.03 196.03 197.53
S3 194.56 195.45 197.40
S4 193.09 193.98 196.99
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 205.63 204.30 199.17
R3 203.00 201.67 198.44
R2 200.37 200.37 198.20
R1 199.04 199.04 197.96 199.71
PP 197.74 197.74 197.74 198.07
S1 196.41 196.41 197.48 197.08
S2 195.11 195.11 197.24
S3 192.48 193.78 197.00
S4 189.85 191.15 196.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 199.06 196.62 2.44 1.2% 0.89 0.4% 48% False True 67,254,663
10 199.06 195.43 3.63 1.8% 1.24 0.6% 65% False False 86,504,303
20 199.06 195.06 4.00 2.0% 1.11 0.6% 69% False False 79,810,191
40 199.06 191.97 7.09 3.6% 1.11 0.6% 82% False False 80,026,467
60 199.06 186.01 13.05 6.6% 1.18 0.6% 90% False False 81,469,932
80 199.06 181.31 17.75 9.0% 1.34 0.7% 93% False False 89,489,344
100 199.06 181.31 17.75 9.0% 1.43 0.7% 93% False False 94,574,720
120 199.06 173.71 25.35 12.8% 1.46 0.7% 95% False False 98,815,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 204.34
2.618 201.94
1.618 200.47
1.000 199.56
0.618 199.00
HIGH 198.09
0.618 197.53
0.500 197.36
0.382 197.18
LOW 196.62
0.618 195.71
1.000 195.15
1.618 194.24
2.618 192.77
4.250 190.37
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 197.65 197.84
PP 197.50 197.83
S1 197.36 197.81

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

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