SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 196.70 194.18 -2.52 -1.3% 200.35
High 196.77 195.06 -1.71 -0.9% 200.38
Low 193.91 192.35 -1.56 -0.8% 196.27
Close 194.35 194.38 0.03 0.0% 197.90
Range 2.86 2.71 -0.15 -5.2% 4.11
ATR 1.80 1.87 0.06 3.6% 0.00
Volume 177,797,797 157,285,094 -20,512,703 -11.5% 598,068,305
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 202.06 200.93 195.87
R3 199.35 198.22 195.13
R2 196.64 196.64 194.88
R1 195.51 195.51 194.63 196.08
PP 193.93 193.93 193.93 194.21
S1 192.80 192.80 194.13 193.37
S2 191.22 191.22 193.88
S3 188.51 190.09 193.63
S4 185.80 187.38 192.89
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
5 198.39 192.35 6.04 3.1% 2.21 1.1% 34% False True 133,008,639
10 201.90 192.35 9.55 4.9% 2.06 1.1% 21% False True 128,121,390
20 201.90 192.35 9.55 4.9% 1.77 0.9% 21% False True 111,326,919
40 201.90 190.55 11.35 5.8% 1.50 0.8% 34% False False 93,585,877
60 201.90 190.55 11.35 5.8% 1.51 0.8% 34% False False 95,444,963
80 201.90 190.55 11.35 5.8% 1.40 0.7% 34% False False 92,031,165
100 201.90 186.48 15.42 7.9% 1.34 0.7% 51% False False 88,977,141
120 201.90 181.44 20.46 10.5% 1.37 0.7% 63% False False 90,484,320
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 206.58
2.618 202.15
1.618 199.44
1.000 197.77
0.618 196.73
HIGH 195.06
0.618 194.02
0.500 193.71
0.382 193.39
LOW 192.35
0.618 190.68
1.000 189.64
1.618 187.97
2.618 185.26
4.250 180.83
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 194.16 195.33
PP 193.93 195.01
S1 193.71 194.70

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

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