SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 198.12 199.09 0.97 0.5% 193.97
High 199.16 199.76 0.60 0.3% 196.65
Low 198.08 198.93 0.85 0.4% 192.94
Close 198.92 199.50 0.58 0.3% 195.72
Range 1.08 0.83 -0.25 -23.1% 3.71
ATR 1.64 1.59 -0.06 -3.5% 0.00
Volume 72,761,398 67,790,602 -4,970,796 -6.8% 414,543,095
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 201.89 201.52 199.96
R3 201.06 200.69 199.73
R2 200.23 200.23 199.65
R1 199.86 199.86 199.58 200.05
PP 199.40 199.40 199.40 199.49
S1 199.03 199.03 199.42 199.22
S2 198.57 198.57 199.35
S3 197.74 198.20 199.27
S4 196.91 197.37 199.04
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
5 199.76 194.31 5.45 2.7% 1.22 0.6% 95% True False 83,012,319
10 199.76 190.95 8.81 4.4% 1.26 0.6% 97% True False 80,666,840
20 199.76 190.55 9.21 4.6% 1.61 0.8% 97% True False 99,238,785
40 199.76 190.55 9.21 4.6% 1.36 0.7% 97% True False 89,766,225
60 199.76 190.55 9.21 4.6% 1.27 0.6% 97% True False 86,340,510
80 199.76 186.01 13.75 6.9% 1.29 0.6% 98% True False 86,517,531
100 199.76 181.31 18.45 9.2% 1.40 0.7% 99% True False 91,657,942
120 199.76 181.31 18.45 9.2% 1.45 0.7% 99% True False 96,287,286
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 3 trading days
Fibonacci Retracements and Extensions
4.250 203.29
2.618 201.93
1.618 201.10
1.000 200.59
0.618 200.27
HIGH 199.76
0.618 199.44
0.500 199.35
0.382 199.25
LOW 198.93
0.618 198.42
1.000 198.10
1.618 197.59
2.618 196.76
4.250 195.40
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 199.45 199.20
PP 199.40 198.90
S1 199.35 198.60

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.