SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 198.43 198.04 -0.39 -0.2% 199.16
High 199.26 199.69 0.43 0.2% 201.90
Low 197.95 197.52 -0.43 -0.2% 198.38
Close 198.01 199.56 1.55 0.8% 200.70
Range 1.31 2.17 0.86 65.6% 3.52
ATR 1.49 1.54 0.05 3.3% 0.00
Volume 111,393,297 107,275,602 -4,117,695 -3.7% 560,507,305
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 205.43 204.67 200.75
R3 203.26 202.50 200.16
R2 201.09 201.09 199.96
R1 200.33 200.33 199.76 200.71
PP 198.92 198.92 198.92 199.12
S1 198.16 198.16 199.36 198.54
S2 196.75 196.75 199.16
S3 194.58 195.99 198.96
S4 192.41 193.82 198.37
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
5 201.90 197.52 4.38 2.2% 1.50 0.8% 47% False True 112,172,201
10 201.90 197.52 4.38 2.2% 1.55 0.8% 47% False True 108,903,080
20 201.90 197.52 4.38 2.2% 1.41 0.7% 47% False True 89,921,474
40 201.90 190.55 11.35 5.7% 1.48 0.7% 79% False False 93,597,589
60 201.90 190.55 11.35 5.7% 1.37 0.7% 79% False False 89,167,825
80 201.90 190.55 11.35 5.7% 1.30 0.7% 79% False False 87,009,662
100 201.90 186.01 15.89 8.0% 1.30 0.7% 85% False False 86,144,442
120 201.90 181.31 20.59 10.3% 1.39 0.7% 89% False False 90,884,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 208.91
2.618 205.37
1.618 203.20
1.000 201.86
0.618 201.03
HIGH 199.69
0.618 198.86
0.500 198.61
0.382 198.35
LOW 197.52
0.618 196.18
1.000 195.35
1.618 194.01
2.618 191.84
4.250 188.30
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 199.24 199.36
PP 198.92 199.15
S1 198.61 198.95

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

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