SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 196.20 197.69 1.49 0.8% 200.35
High 197.89 198.30 0.41 0.2% 200.38
Low 196.05 196.61 0.56 0.3% 196.27
Close 197.54 197.02 -0.52 -0.3% 197.90
Range 1.84 1.69 -0.15 -8.2% 4.11
ATR 1.70 1.70 0.00 0.0% 0.00
Volume 95,111,602 131,302,000 36,190,398 38.1% 598,068,305
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 202.38 201.39 197.95
R3 200.69 199.70 197.48
R2 199.00 199.00 197.33
R1 198.01 198.01 197.17 197.66
PP 197.31 197.31 197.31 197.14
S1 196.32 196.32 196.87 195.97
S2 195.62 195.62 196.71
S3 193.93 194.63 196.56
S4 192.24 192.94 196.09
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% 2.09 1.1% 27% False False 117,507,181
10 201.90 196.05 5.85 3.0% 1.77 0.9% 17% False False 119,238,711
20 201.90 196.05 5.85 3.0% 1.65 0.8% 17% False False 101,707,680
40 201.90 190.55 11.35 5.8% 1.47 0.7% 57% False False 91,396,520
60 201.90 190.55 11.35 5.8% 1.45 0.7% 57% False False 92,879,162
80 201.90 190.55 11.35 5.8% 1.35 0.7% 57% False False 89,370,731
100 201.90 186.48 15.42 7.8% 1.31 0.7% 68% False False 87,332,497
120 201.90 181.31 20.59 10.5% 1.38 0.7% 76% False False 90,527,046
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.36
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 205.48
2.618 202.72
1.618 201.03
1.000 199.99
0.618 199.34
HIGH 198.30
0.618 197.65
0.500 197.46
0.382 197.26
LOW 196.61
0.618 195.57
1.000 194.92
1.618 193.88
2.618 192.19
4.250 189.43
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 197.46 197.22
PP 197.31 197.15
S1 197.17 197.09

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

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