SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 200.84 200.17 -0.67 -0.3% 200.97
High 201.58 201.19 -0.39 -0.2% 201.58
Low 199.66 199.41 -0.25 -0.1% 199.41
Close 200.21 201.11 0.90 0.4% 201.11
Range 1.92 1.78 -0.14 -7.3% 2.17
ATR 1.36 1.39 0.03 2.2% 0.00
Volume 85,236,398 102,176,797 16,940,399 19.9% 317,300,589
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 205.91 205.29 202.09
R3 204.13 203.51 201.60
R2 202.35 202.35 201.44
R1 201.73 201.73 201.27 202.04
PP 200.57 200.57 200.57 200.73
S1 199.95 199.95 200.95 200.26
S2 198.79 198.79 200.78
S3 197.01 198.17 200.62
S4 195.23 196.39 200.13
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 207.21 206.33 202.30
R3 205.04 204.16 201.71
R2 202.87 202.87 201.51
R1 201.99 201.99 201.31 202.43
PP 200.70 200.70 200.70 200.92
S1 199.82 199.82 200.91 200.26
S2 198.53 198.53 200.71
S3 196.36 197.65 200.51
S4 194.19 195.48 199.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.58 199.41 2.17 1.1% 1.39 0.7% 78% False True 76,641,417
10 201.58 198.74 2.84 1.4% 1.14 0.6% 83% False False 67,667,168
20 201.58 190.95 10.63 5.3% 1.20 0.6% 96% False False 74,167,004
40 201.58 190.55 11.03 5.5% 1.37 0.7% 96% False False 87,582,395
60 201.58 190.55 11.03 5.5% 1.30 0.6% 96% False False 86,155,986
80 201.58 186.48 15.10 7.5% 1.25 0.6% 97% False False 83,836,232
100 201.58 181.51 20.07 10.0% 1.29 0.6% 98% False False 86,013,752
120 201.58 181.31 20.27 10.1% 1.43 0.7% 98% False False 92,414,400
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 208.76
2.618 205.85
1.618 204.07
1.000 202.97
0.618 202.29
HIGH 201.19
0.618 200.51
0.500 200.30
0.382 200.09
LOW 199.41
0.618 198.31
1.000 197.63
1.618 196.53
2.618 194.75
4.250 191.85
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 200.84 200.91
PP 200.57 200.70
S1 200.30 200.50

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

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