SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 197.84 198.12 0.28 0.1% 193.97
High 198.54 199.16 0.62 0.3% 196.65
Low 197.44 198.08 0.64 0.3% 192.94
Close 198.39 198.92 0.53 0.3% 195.72
Range 1.10 1.08 -0.02 -1.8% 3.71
ATR 1.69 1.64 -0.04 -2.6% 0.00
Volume 59,134,699 72,761,398 13,626,699 23.0% 414,543,095
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 201.96 201.52 199.51
R3 200.88 200.44 199.22
R2 199.80 199.80 199.12
R1 199.36 199.36 199.02 199.58
PP 198.72 198.72 198.72 198.83
S1 198.28 198.28 198.82 198.50
S2 197.64 197.64 198.72
S3 196.56 197.20 198.62
S4 195.48 196.12 198.33
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 206.23 204.69 197.76
R3 202.52 200.98 196.74
R2 198.81 198.81 196.40
R1 197.27 197.27 196.06 198.04
PP 195.10 195.10 195.10 195.49
S1 193.56 193.56 195.38 194.33
S2 191.39 191.39 195.04
S3 187.68 189.85 194.70
S4 183.97 186.14 193.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 199.16 194.31 4.85 2.4% 1.21 0.6% 95% True False 80,928,358
10 199.16 190.55 8.61 4.3% 1.43 0.7% 97% True False 87,461,120
20 199.16 190.55 8.61 4.3% 1.60 0.8% 97% True False 98,693,655
40 199.16 190.55 8.61 4.3% 1.38 0.7% 97% True False 90,141,008
60 199.16 190.55 8.61 4.3% 1.27 0.6% 97% True False 86,322,713
80 199.16 186.01 13.15 6.6% 1.29 0.6% 98% True False 86,721,367
100 199.16 181.31 17.85 9.0% 1.41 0.7% 99% True False 91,977,485
120 199.16 181.31 17.85 9.0% 1.46 0.7% 99% True False 97,120,268
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 203.75
2.618 201.99
1.618 200.91
1.000 200.24
0.618 199.83
HIGH 199.16
0.618 198.75
0.500 198.62
0.382 198.49
LOW 198.08
0.618 197.41
1.000 197.00
1.618 196.33
2.618 195.25
4.250 193.49
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 198.82 198.59
PP 198.72 198.26
S1 198.62 197.93

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

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