SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 199.44 199.27 -0.17 -0.1% 200.97
High 200.20 200.33 0.13 0.1% 201.58
Low 198.77 199.12 0.35 0.2% 199.41
Close 200.07 200.30 0.23 0.1% 201.11
Range 1.43 1.21 -0.22 -15.4% 2.17
ATR 1.40 1.39 -0.01 -1.0% 0.00
Volume 67,251,102 66,823,500 -427,602 -0.6% 317,300,589
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 203.55 203.13 200.97
R3 202.34 201.92 200.63
R2 201.13 201.13 200.52
R1 200.71 200.71 200.41 200.92
PP 199.92 199.92 199.92 200.02
S1 199.50 199.50 200.19 199.71
S2 198.71 198.71 200.08
S3 197.50 198.29 199.97
S4 196.29 197.08 199.63
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
5 201.21 198.77 2.44 1.2% 1.45 0.7% 63% False False 77,797,579
10 201.58 198.77 2.81 1.4% 1.33 0.7% 54% False False 72,834,848
20 201.58 194.31 7.27 3.6% 1.19 0.6% 82% False False 71,795,759
40 201.58 190.55 11.03 5.5% 1.41 0.7% 88% False False 86,894,655
60 201.58 190.55 11.03 5.5% 1.31 0.7% 88% False False 84,925,746
80 201.58 187.07 14.51 7.2% 1.24 0.6% 91% False False 82,563,617
100 201.58 184.96 16.62 8.3% 1.28 0.6% 92% False False 84,523,135
120 201.58 181.31 20.27 10.1% 1.40 0.7% 94% False False 90,151,265
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 3 trading days
Fibonacci Retracements and Extensions
4.250 205.47
2.618 203.50
1.618 202.29
1.000 201.54
0.618 201.08
HIGH 200.33
0.618 199.87
0.500 199.73
0.382 199.58
LOW 199.12
0.618 198.37
1.000 197.91
1.618 197.16
2.618 195.95
4.250 193.98
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 200.11 200.09
PP 199.92 199.87
S1 199.73 199.66

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

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