SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 200.41 199.44 -0.97 -0.5% 200.97
High 200.55 200.20 -0.35 -0.2% 201.58
Low 198.91 198.77 -0.14 -0.1% 199.41
Close 199.32 200.07 0.75 0.4% 201.11
Range 1.64 1.43 -0.21 -12.8% 2.17
ATR 1.40 1.40 0.00 0.2% 0.00
Volume 88,590,797 67,251,102 -21,339,695 -24.1% 317,300,589
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 203.97 203.45 200.86
R3 202.54 202.02 200.46
R2 201.11 201.11 200.33
R1 200.59 200.59 200.20 200.85
PP 199.68 199.68 199.68 199.81
S1 199.16 199.16 199.94 199.42
S2 198.25 198.25 199.81
S3 196.82 197.73 199.68
S4 195.39 196.30 199.28
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
5 201.58 198.77 2.81 1.4% 1.60 0.8% 46% False True 81,480,158
10 201.58 198.77 2.81 1.4% 1.27 0.6% 46% False True 70,939,868
20 201.58 193.96 7.62 3.8% 1.18 0.6% 80% False False 71,906,909
40 201.58 190.55 11.03 5.5% 1.40 0.7% 86% False False 87,225,898
60 201.58 190.55 11.03 5.5% 1.31 0.7% 86% False False 85,225,918
80 201.58 187.07 14.51 7.3% 1.24 0.6% 90% False False 82,526,316
100 201.58 184.96 16.62 8.3% 1.28 0.6% 91% False False 84,538,193
120 201.58 181.31 20.27 10.1% 1.41 0.7% 93% False False 90,953,801
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 206.28
2.618 203.94
1.618 202.51
1.000 201.63
0.618 201.08
HIGH 200.20
0.618 199.65
0.500 199.49
0.382 199.32
LOW 198.77
0.618 197.89
1.000 197.34
1.618 196.46
2.618 195.03
4.250 192.69
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 199.88 200.04
PP 199.68 200.02
S1 199.49 199.99

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

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