SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 200.17 200.92 0.75 0.4% 200.97
High 201.19 201.21 0.02 0.0% 201.58
Low 199.41 200.00 0.59 0.3% 199.41
Close 201.11 200.59 -0.52 -0.3% 201.11
Range 1.78 1.21 -0.57 -32.0% 2.17
ATR 1.39 1.38 -0.01 -0.9% 0.00
Volume 102,176,797 64,145,699 -38,031,098 -37.2% 317,300,589
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 204.23 203.62 201.26
R3 203.02 202.41 200.92
R2 201.81 201.81 200.81
R1 201.20 201.20 200.70 200.90
PP 200.60 200.60 200.60 200.45
S1 199.99 199.99 200.48 199.69
S2 199.39 199.39 200.37
S3 198.18 198.78 200.26
S4 196.97 197.57 199.92
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% 1.45 0.7% 54% False False 76,289,257
10 201.58 199.15 2.43 1.2% 1.16 0.6% 59% False False 66,471,008
20 201.58 192.94 8.64 4.3% 1.14 0.6% 89% False False 71,523,574
40 201.58 190.55 11.03 5.5% 1.38 0.7% 91% False False 87,579,953
60 201.58 190.55 11.03 5.5% 1.29 0.6% 91% False False 85,452,578
80 201.58 186.48 15.10 7.5% 1.25 0.6% 93% False False 83,733,468
100 201.58 184.65 16.93 8.4% 1.28 0.6% 94% False False 85,084,285
120 201.58 181.31 20.27 10.1% 1.42 0.7% 95% False False 92,100,577
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 3 trading days
Fibonacci Retracements and Extensions
4.250 206.35
2.618 204.38
1.618 203.17
1.000 202.42
0.618 201.96
HIGH 201.21
0.618 200.75
0.500 200.61
0.382 200.46
LOW 200.00
0.618 199.25
1.000 198.79
1.618 198.04
2.618 196.83
4.250 194.86
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 200.61 200.56
PP 200.60 200.53
S1 200.60 200.50

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

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