SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 199.04 196.70 -2.34 -1.2% 200.35
High 199.05 198.39 -0.66 -0.3% 200.38
Low 196.27 196.42 0.15 0.1% 196.27
Close 196.34 197.90 1.56 0.8% 197.90
Range 2.78 1.97 -0.81 -29.1% 4.11
ATR 1.66 1.69 0.03 1.7% 0.00
Volume 150,300,000 103,546,703 -46,753,297 -31.1% 598,068,305
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 203.48 202.66 198.98
R3 201.51 200.69 198.44
R2 199.54 199.54 198.26
R1 198.72 198.72 198.08 199.13
PP 197.57 197.57 197.57 197.78
S1 196.75 196.75 197.72 197.16
S2 195.60 195.60 197.54
S3 193.63 194.78 197.36
S4 191.66 192.81 196.82
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 210.51 208.32 200.16
R3 206.40 204.21 199.03
R2 202.29 202.29 198.65
R1 200.10 200.10 198.28 199.14
PP 198.18 198.18 198.18 197.71
S1 195.99 195.99 197.52 195.03
S2 194.07 194.07 197.15
S3 189.96 191.88 196.77
S4 185.85 187.77 195.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 200.38 196.27 4.11 2.1% 1.98 1.0% 40% False False 119,613,661
10 201.90 196.27 5.63 2.8% 1.75 0.9% 29% False False 115,857,561
20 201.90 196.27 5.63 2.8% 1.57 0.8% 29% False False 97,303,609
40 201.90 190.55 11.35 5.7% 1.49 0.8% 65% False False 92,751,212
60 201.90 190.55 11.35 5.7% 1.42 0.7% 65% False False 91,016,188
80 201.90 190.55 11.35 5.7% 1.34 0.7% 65% False False 88,675,545
100 201.90 186.01 15.89 8.0% 1.32 0.7% 75% False False 87,069,540
120 201.90 181.31 20.59 10.4% 1.38 0.7% 81% False False 90,414,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 206.76
2.618 203.55
1.618 201.58
1.000 200.36
0.618 199.61
HIGH 198.39
0.618 197.64
0.500 197.41
0.382 197.17
LOW 196.42
0.618 195.20
1.000 194.45
1.618 193.23
2.618 191.26
4.250 188.05
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 197.74 197.98
PP 197.57 197.95
S1 197.41 197.93

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

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