SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 195.61 192.56 -3.05 -1.6% 197.76
High 195.78 193.76 -2.02 -1.0% 198.45
Low 192.97 191.57 -1.40 -0.7% 191.57
Close 193.09 192.50 -0.59 -0.3% 192.50
Range 2.81 2.19 -0.62 -22.1% 6.88
ATR 1.55 1.60 0.05 3.0% 0.00
Volume 183,479,391 189,260,797 5,781,406 3.2% 626,687,602
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 199.18 198.03 193.70
R3 196.99 195.84 193.10
R2 194.80 194.80 192.90
R1 193.65 193.65 192.70 193.13
PP 192.61 192.61 192.61 192.35
S1 191.46 191.46 192.30 190.94
S2 190.42 190.42 192.10
S3 188.23 189.27 191.90
S4 186.04 187.08 191.30
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 214.81 210.54 196.28
R3 207.93 203.66 194.39
R2 201.05 201.05 193.76
R1 196.78 196.78 193.13 195.48
PP 194.17 194.17 194.17 193.52
S1 189.90 189.90 191.87 188.60
S2 187.29 187.29 191.24
S3 180.41 183.02 190.61
S4 173.53 176.14 188.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 198.45 191.57 6.88 3.6% 1.95 1.0% 14% False True 125,337,520
10 199.06 191.57 7.49 3.9% 1.38 0.7% 12% False True 96,129,381
20 199.06 191.57 7.49 3.9% 1.36 0.7% 12% False True 94,362,241
40 199.06 191.57 7.49 3.9% 1.20 0.6% 12% False True 87,028,835
60 199.06 186.48 12.58 6.5% 1.21 0.6% 48% False False 84,661,098
80 199.06 181.31 17.75 9.2% 1.34 0.7% 63% False False 90,203,724
100 199.06 181.31 17.75 9.2% 1.46 0.8% 63% False False 96,439,230
120 199.06 180.04 19.02 9.9% 1.47 0.8% 66% False False 98,793,263
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 203.07
2.618 199.49
1.618 197.30
1.000 195.95
0.618 195.11
HIGH 193.76
0.618 192.92
0.500 192.67
0.382 192.41
LOW 191.57
0.618 190.22
1.000 189.38
1.618 188.03
2.618 185.84
4.250 182.26
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 192.67 194.74
PP 192.61 193.99
S1 192.56 193.25

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

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