SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 193.10 191.11 -1.99 -1.0% 197.76
High 193.60 192.89 -0.71 -0.4% 198.45
Low 191.31 191.08 -0.23 -0.1% 191.57
Close 192.01 192.07 0.06 0.0% 192.50
Range 2.29 1.81 -0.48 -21.0% 6.88
ATR 1.71 1.72 0.01 0.4% 0.00
Volume 152,690,297 94,818,305 -57,871,992 -37.9% 626,687,602
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 197.44 196.57 193.07
R3 195.63 194.76 192.57
R2 193.82 193.82 192.40
R1 192.95 192.95 192.24 193.39
PP 192.01 192.01 192.01 192.23
S1 191.14 191.14 191.90 191.58
S2 190.20 190.20 191.74
S3 188.39 189.33 191.57
S4 186.58 187.52 191.07
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
5 195.78 191.08 4.70 2.4% 2.27 1.2% 21% False True 142,317,856
10 199.06 191.08 7.98 4.2% 1.76 0.9% 12% False True 109,926,190
20 199.06 191.08 7.98 4.2% 1.51 0.8% 12% False True 99,163,136
40 199.06 191.08 7.98 4.2% 1.30 0.7% 12% False True 90,476,452
60 199.06 186.48 12.58 6.5% 1.23 0.6% 44% False False 85,904,650
80 199.06 181.44 17.62 9.2% 1.31 0.7% 60% False False 88,933,541
100 199.06 181.31 17.75 9.2% 1.46 0.8% 61% False False 95,690,140
120 199.06 181.31 17.75 9.2% 1.47 0.8% 61% False False 99,008,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 200.58
2.618 197.63
1.618 195.82
1.000 194.70
0.618 194.01
HIGH 192.89
0.618 192.20
0.500 191.99
0.382 191.77
LOW 191.08
0.618 189.96
1.000 189.27
1.618 188.15
2.618 186.34
4.250 183.39
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 192.04 192.69
PP 192.01 192.48
S1 191.99 192.28

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

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