SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 201.36 201.52 0.16 0.1% 199.16
High 201.85 201.90 0.05 0.0% 201.90
Low 201.10 200.29 -0.81 -0.4% 198.38
Close 201.82 200.70 -1.12 -0.6% 200.70
Range 0.75 1.61 0.86 114.7% 3.52
ATR 1.45 1.46 0.01 0.8% 0.00
Volume 94,990,305 121,649,102 26,658,797 28.1% 560,507,305
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 205.79 204.86 201.59
R3 204.18 203.25 201.14
R2 202.57 202.57 201.00
R1 201.64 201.64 200.85 201.30
PP 200.96 200.96 200.96 200.80
S1 200.03 200.03 200.55 199.69
S2 199.35 199.35 200.40
S3 197.74 198.42 200.26
S4 196.13 196.81 199.81
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 210.89 209.31 202.64
R3 207.37 205.79 201.67
R2 203.85 203.85 201.35
R1 202.27 202.27 201.02 203.06
PP 200.33 200.33 200.33 200.72
S1 198.75 198.75 200.38 199.54
S2 196.81 196.81 200.05
S3 193.29 195.23 199.73
S4 189.77 191.71 198.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.90 198.38 3.52 1.8% 1.51 0.8% 66% True False 112,101,461
10 201.90 198.38 3.52 1.8% 1.46 0.7% 66% True False 96,479,680
20 201.90 198.38 3.52 1.8% 1.30 0.6% 66% True False 82,073,424
40 201.90 190.55 11.35 5.7% 1.45 0.7% 89% True False 90,656,104
60 201.90 190.55 11.35 5.7% 1.34 0.7% 89% True False 87,201,958
80 201.90 190.55 11.35 5.7% 1.27 0.6% 89% True False 85,273,738
100 201.90 186.01 15.89 7.9% 1.29 0.6% 92% True False 85,628,710
120 201.90 181.31 20.59 10.3% 1.38 0.7% 94% True False 90,060,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 208.74
2.618 206.11
1.618 204.50
1.000 203.51
0.618 202.89
HIGH 201.90
0.618 201.28
0.500 201.10
0.382 200.91
LOW 200.29
0.618 199.30
1.000 198.68
1.618 197.69
2.618 196.08
4.250 193.45
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 201.10 200.83
PP 200.96 200.78
S1 200.83 200.74

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

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