SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 198.04 199.04 1.00 0.5% 199.16
High 199.69 199.05 -0.64 -0.3% 201.90
Low 197.52 196.27 -1.25 -0.6% 198.38
Close 199.56 196.34 -3.22 -1.6% 200.70
Range 2.17 2.78 0.61 28.1% 3.52
ATR 1.54 1.66 0.13 8.2% 0.00
Volume 107,275,602 150,300,000 43,024,398 40.1% 560,507,305
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 205.56 203.73 197.87
R3 202.78 200.95 197.10
R2 200.00 200.00 196.85
R1 198.17 198.17 196.59 197.70
PP 197.22 197.22 197.22 196.98
S1 195.39 195.39 196.09 194.92
S2 194.44 194.44 195.83
S3 191.66 192.61 195.58
S4 188.88 189.83 194.81
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
5 201.90 196.27 5.63 2.9% 1.90 1.0% 1% False True 123,234,140
10 201.90 196.27 5.63 2.9% 1.70 0.9% 1% False True 117,250,730
20 201.90 196.27 5.63 2.9% 1.52 0.8% 1% False True 95,042,789
40 201.90 190.55 11.35 5.8% 1.51 0.8% 51% False False 94,749,529
60 201.90 190.55 11.35 5.8% 1.40 0.7% 51% False False 90,164,990
80 201.90 190.55 11.35 5.8% 1.33 0.7% 51% False False 88,075,327
100 201.90 186.01 15.89 8.1% 1.31 0.7% 65% False False 86,888,615
120 201.90 181.31 20.59 10.5% 1.39 0.7% 73% False False 90,725,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 210.87
2.618 206.33
1.618 203.55
1.000 201.83
0.618 200.77
HIGH 199.05
0.618 197.99
0.500 197.66
0.382 197.33
LOW 196.27
0.618 194.55
1.000 193.49
1.618 191.77
2.618 188.99
4.250 184.46
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 197.66 197.98
PP 197.22 197.43
S1 196.78 196.89

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

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