SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 197.69 196.70 -0.99 -0.5% 200.35
High 198.30 196.77 -1.53 -0.8% 200.38
Low 196.61 193.91 -2.70 -1.4% 196.27
Close 197.02 194.35 -2.67 -1.4% 197.90
Range 1.69 2.86 1.17 69.2% 4.11
ATR 1.70 1.80 0.10 5.9% 0.00
Volume 131,302,000 177,797,797 46,495,797 35.4% 598,068,305
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 203.59 201.83 195.92
R3 200.73 198.97 195.14
R2 197.87 197.87 194.87
R1 196.11 196.11 194.61 195.56
PP 195.01 195.01 195.01 194.74
S1 193.25 193.25 194.09 192.70
S2 192.15 192.15 193.83
S3 189.29 190.39 193.56
S4 186.43 187.53 192.78
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
5 199.05 193.91 5.14 2.6% 2.23 1.1% 9% False True 131,611,620
10 201.90 193.91 7.99 4.1% 1.86 1.0% 6% False True 121,891,911
20 201.90 193.91 7.99 4.1% 1.73 0.9% 6% False True 107,724,485
40 201.90 190.55 11.35 5.8% 1.48 0.8% 33% False False 92,024,207
60 201.90 190.55 11.35 5.8% 1.48 0.8% 33% False False 94,040,083
80 201.90 190.55 11.35 5.8% 1.38 0.7% 33% False False 90,779,218
100 201.90 186.48 15.42 7.9% 1.33 0.7% 51% False False 88,273,690
120 201.90 181.31 20.59 10.6% 1.37 0.7% 63% False False 90,567,367
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 0.28
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 208.93
2.618 204.26
1.618 201.40
1.000 199.63
0.618 198.54
HIGH 196.77
0.618 195.68
0.500 195.34
0.382 195.00
LOW 193.91
0.618 192.14
1.000 191.05
1.618 189.28
2.618 186.42
4.250 181.76
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 195.34 196.11
PP 195.01 195.52
S1 194.68 194.94

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

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