SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 200.97 201.38 0.41 0.2% 200.14
High 201.00 201.41 0.41 0.2% 200.82
Low 199.86 200.22 0.36 0.2% 199.15
Close 200.61 200.50 -0.11 -0.1% 200.71
Range 1.14 1.19 0.05 4.4% 1.67
ATR 1.32 1.31 -0.01 -0.7% 0.00
Volume 72,425,695 57,461,699 -14,963,996 -20.7% 283,263,801
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 204.28 203.58 201.15
R3 203.09 202.39 200.83
R2 201.90 201.90 200.72
R1 201.20 201.20 200.61 200.96
PP 200.71 200.71 200.71 200.59
S1 200.01 200.01 200.39 199.77
S2 199.52 199.52 200.28
S3 198.33 198.82 200.17
S4 197.14 197.63 199.85
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 205.24 204.64 201.63
R3 203.57 202.97 201.17
R2 201.90 201.90 201.02
R1 201.30 201.30 200.86 201.60
PP 200.23 200.23 200.23 200.38
S1 199.63 199.63 200.56 199.93
S2 198.56 198.56 200.40
S3 196.89 197.96 200.25
S4 195.22 196.29 199.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.41 199.39 2.02 1.0% 0.95 0.5% 55% True False 60,399,578
10 201.41 198.08 3.33 1.7% 0.96 0.5% 73% True False 62,981,049
20 201.41 190.55 10.86 5.4% 1.23 0.6% 92% True False 76,323,930
40 201.41 190.55 10.86 5.4% 1.35 0.7% 92% True False 87,197,883
60 201.41 190.55 10.86 5.4% 1.26 0.6% 92% True False 85,130,796
80 201.41 186.48 14.93 7.4% 1.23 0.6% 94% True False 83,410,991
100 201.41 181.31 20.10 10.0% 1.30 0.6% 95% True False 87,135,944
120 201.41 181.31 20.10 10.0% 1.42 0.7% 95% True False 92,954,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 206.47
2.618 204.53
1.618 203.34
1.000 202.60
0.618 202.15
HIGH 201.41
0.618 200.96
0.500 200.82
0.382 200.67
LOW 200.22
0.618 199.48
1.000 199.03
1.618 198.29
2.618 197.10
4.250 195.16
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 200.82 200.62
PP 200.71 200.58
S1 200.61 200.54

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

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