SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 201.38 200.84 -0.54 -0.3% 200.14
High 201.41 201.58 0.17 0.1% 200.82
Low 200.22 199.66 -0.56 -0.3% 199.15
Close 200.50 200.21 -0.29 -0.1% 200.71
Range 1.19 1.92 0.73 61.3% 1.67
ATR 1.31 1.36 0.04 3.3% 0.00
Volume 57,461,699 85,236,398 27,774,699 48.3% 283,263,801
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 206.24 205.15 201.27
R3 204.32 203.23 200.74
R2 202.40 202.40 200.56
R1 201.31 201.31 200.39 200.90
PP 200.48 200.48 200.48 200.28
S1 199.39 199.39 200.03 198.98
S2 198.56 198.56 199.86
S3 196.64 197.47 199.68
S4 194.72 195.55 199.15
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
5 201.58 199.39 2.19 1.1% 1.21 0.6% 37% True False 67,872,118
10 201.58 198.74 2.84 1.4% 1.04 0.5% 52% True False 64,228,549
20 201.58 190.55 11.03 5.5% 1.24 0.6% 88% True False 75,844,835
40 201.58 190.55 11.03 5.5% 1.38 0.7% 88% True False 87,503,985
60 201.58 190.55 11.03 5.5% 1.28 0.6% 88% True False 85,599,246
80 201.58 186.48 15.10 7.5% 1.23 0.6% 91% True False 83,389,696
100 201.58 181.44 20.14 10.1% 1.30 0.6% 93% True False 86,315,800
120 201.58 181.31 20.27 10.1% 1.42 0.7% 93% True False 92,382,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 209.74
2.618 206.61
1.618 204.69
1.000 203.50
0.618 202.77
HIGH 201.58
0.618 200.85
0.500 200.62
0.382 200.39
LOW 199.66
0.618 198.47
1.000 197.74
1.618 196.55
2.618 194.63
4.250 191.50
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 200.62 200.62
PP 200.48 200.48
S1 200.35 200.35

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

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