SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 196.70 196.20 -0.50 -0.3% 200.35
High 198.39 197.89 -0.50 -0.3% 200.38
Low 196.42 196.05 -0.37 -0.2% 196.27
Close 197.90 197.54 -0.36 -0.2% 197.90
Range 1.97 1.84 -0.13 -6.6% 4.11
ATR 1.69 1.70 0.01 0.7% 0.00
Volume 103,546,703 95,111,602 -8,435,101 -8.1% 598,068,305
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 202.68 201.95 198.55
R3 200.84 200.11 198.05
R2 199.00 199.00 197.88
R1 198.27 198.27 197.71 198.64
PP 197.16 197.16 197.16 197.34
S1 196.43 196.43 197.37 196.80
S2 195.32 195.32 197.20
S3 193.48 194.59 197.03
S4 191.64 192.75 196.53
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
5 199.69 196.05 3.64 1.8% 2.01 1.0% 41% False True 113,525,440
10 201.90 196.05 5.85 3.0% 1.84 0.9% 25% False True 117,728,581
20 201.90 196.05 5.85 3.0% 1.62 0.8% 25% False True 98,763,864
40 201.90 190.55 11.35 5.7% 1.48 0.7% 62% False False 90,397,482
60 201.90 190.55 11.35 5.7% 1.44 0.7% 62% False False 91,719,068
80 201.90 190.55 11.35 5.7% 1.34 0.7% 62% False False 88,713,159
100 201.90 186.48 15.42 7.8% 1.32 0.7% 72% False False 86,955,652
120 201.90 181.31 20.59 10.4% 1.38 0.7% 79% False False 90,268,310
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 205.71
2.618 202.71
1.618 200.87
1.000 199.73
0.618 199.03
HIGH 197.89
0.618 197.19
0.500 196.97
0.382 196.75
LOW 196.05
0.618 194.91
1.000 194.21
1.618 193.07
2.618 191.23
4.250 188.23
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 197.35 197.55
PP 197.16 197.55
S1 196.97 197.54

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

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