SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 199.27 200.10 0.83 0.4% 200.92
High 200.33 200.12 -0.21 -0.1% 201.21
Low 199.12 198.56 -0.56 -0.3% 198.56
Close 200.30 199.13 -1.17 -0.6% 199.13
Range 1.21 1.56 0.35 28.9% 2.65
ATR 1.39 1.41 0.03 1.8% 0.00
Volume 66,823,500 117,478,398 50,654,898 75.8% 404,289,496
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 203.95 203.10 199.99
R3 202.39 201.54 199.56
R2 200.83 200.83 199.42
R1 199.98 199.98 199.27 199.63
PP 199.27 199.27 199.27 199.09
S1 198.42 198.42 198.99 198.07
S2 197.71 197.71 198.84
S3 196.15 196.86 198.70
S4 194.59 195.30 198.27
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 207.58 206.01 200.59
R3 204.93 203.36 199.86
R2 202.28 202.28 199.62
R1 200.71 200.71 199.37 200.17
PP 199.63 199.63 199.63 199.37
S1 198.06 198.06 198.89 197.52
S2 196.98 196.98 198.64
S3 194.33 195.41 198.40
S4 191.68 192.76 197.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.21 198.56 2.65 1.3% 1.41 0.7% 22% False True 80,857,899
10 201.58 198.56 3.02 1.5% 1.40 0.7% 19% False True 78,749,658
20 201.58 194.31 7.27 3.7% 1.23 0.6% 66% False False 74,801,139
40 201.58 190.55 11.03 5.5% 1.39 0.7% 78% False False 86,195,907
60 201.58 190.55 11.03 5.5% 1.30 0.7% 78% False False 85,129,273
80 201.58 188.06 13.52 6.8% 1.24 0.6% 82% False False 82,636,542
100 201.58 184.96 16.62 8.3% 1.29 0.6% 85% False False 84,840,016
120 201.58 181.31 20.27 10.2% 1.39 0.7% 88% False False 90,118,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 206.75
2.618 204.20
1.618 202.64
1.000 201.68
0.618 201.08
HIGH 200.12
0.618 199.52
0.500 199.34
0.382 199.16
LOW 198.56
0.618 197.60
1.000 197.00
1.618 196.04
2.618 194.48
4.250 191.93
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 199.34 199.45
PP 199.27 199.34
S1 199.20 199.24

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

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