SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 197.65 195.61 -2.04 -1.0% 197.09
High 197.91 195.78 -2.13 -1.1% 199.06
Low 196.16 192.97 -3.19 -1.6% 196.43
Close 196.98 193.09 -3.89 -2.0% 197.72
Range 1.75 2.81 1.06 60.6% 2.63
ATR 1.36 1.55 0.19 13.9% 0.00
Volume 104,222,406 183,479,391 79,256,985 76.0% 334,606,216
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 202.38 200.54 194.64
R3 199.57 197.73 193.86
R2 196.76 196.76 193.61
R1 194.92 194.92 193.35 194.44
PP 193.95 193.95 193.95 193.70
S1 192.11 192.11 192.83 191.63
S2 191.14 191.14 192.57
S3 188.33 189.30 192.32
S4 185.52 186.49 191.54
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
5 198.45 192.97 5.48 2.8% 1.70 0.9% 2% False True 102,852,801
10 199.06 192.97 6.09 3.2% 1.33 0.7% 2% False True 89,636,342
20 199.06 192.97 6.09 3.2% 1.28 0.7% 2% False True 87,546,141
40 199.06 192.70 6.36 3.3% 1.19 0.6% 6% False False 84,599,877
60 199.06 186.01 13.05 6.8% 1.20 0.6% 54% False False 83,281,758
80 199.06 181.31 17.75 9.2% 1.33 0.7% 66% False False 89,246,211
100 199.06 181.31 17.75 9.2% 1.45 0.8% 66% False False 95,536,712
120 199.06 179.21 19.85 10.3% 1.46 0.8% 70% False False 97,984,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 207.72
2.618 203.14
1.618 200.33
1.000 198.59
0.618 197.52
HIGH 195.78
0.618 194.71
0.500 194.38
0.382 194.04
LOW 192.97
0.618 191.23
1.000 190.16
1.618 188.42
2.618 185.61
4.250 181.03
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 194.38 195.71
PP 193.95 194.84
S1 193.52 193.96

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

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