SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 191.11 192.94 1.83 1.0% 197.76
High 192.89 193.13 0.24 0.1% 198.45
Low 191.08 190.55 -0.53 -0.3% 191.57
Close 192.07 191.03 -1.04 -0.5% 192.50
Range 1.81 2.58 0.77 42.5% 6.88
ATR 1.72 1.78 0.06 3.6% 0.00
Volume 94,818,305 135,733,406 40,915,101 43.2% 626,687,602
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 199.31 197.75 192.45
R3 196.73 195.17 191.74
R2 194.15 194.15 191.50
R1 192.59 192.59 191.27 192.08
PP 191.57 191.57 191.57 191.32
S1 190.01 190.01 190.79 189.50
S2 188.99 188.99 190.56
S3 186.41 187.43 190.32
S4 183.83 184.85 189.61
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
5 194.30 190.55 3.75 2.0% 2.22 1.2% 13% False True 132,768,659
10 198.45 190.55 7.90 4.1% 1.96 1.0% 6% False True 117,810,730
20 199.06 190.55 8.51 4.5% 1.55 0.8% 6% False True 100,997,786
40 199.06 190.55 8.51 4.5% 1.35 0.7% 6% False True 92,150,478
60 199.06 186.48 12.58 6.6% 1.26 0.7% 36% False False 87,059,308
80 199.06 181.51 17.55 9.2% 1.32 0.7% 54% False False 88,975,439
100 199.06 181.31 17.75 9.3% 1.47 0.8% 55% False False 96,063,880
120 199.06 181.31 17.75 9.3% 1.48 0.8% 55% False False 99,335,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 204.10
2.618 199.88
1.618 197.30
1.000 195.71
0.618 194.72
HIGH 193.13
0.618 192.14
0.500 191.84
0.382 191.54
LOW 190.55
0.618 188.96
1.000 187.97
1.618 186.38
2.618 183.80
4.250 179.59
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 191.84 192.08
PP 191.57 191.73
S1 191.30 191.38

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

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