SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 194.18 195.68 1.50 0.8% 196.20
High 195.06 196.94 1.88 1.0% 198.30
Low 192.35 195.08 2.73 1.4% 192.35
Close 194.38 196.52 2.14 1.1% 196.52
Range 2.71 1.86 -0.85 -31.4% 5.95
ATR 1.87 1.92 0.05 2.7% 0.00
Volume 157,285,094 121,568,703 -35,716,391 -22.7% 683,065,196
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 201.76 201.00 197.54
R3 199.90 199.14 197.03
R2 198.04 198.04 196.86
R1 197.28 197.28 196.69 197.66
PP 196.18 196.18 196.18 196.37
S1 195.42 195.42 196.35 195.80
S2 194.32 194.32 196.18
S3 192.46 193.56 196.01
S4 190.60 191.70 195.50
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 213.57 211.00 199.79
R3 207.62 205.05 198.16
R2 201.67 201.67 197.61
R1 199.10 199.10 197.07 200.39
PP 195.72 195.72 195.72 196.37
S1 193.15 193.15 195.97 194.44
S2 189.77 189.77 195.43
S3 183.82 187.20 194.88
S4 177.87 181.25 193.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 198.30 192.35 5.95 3.0% 2.19 1.1% 70% False False 136,613,039
10 200.38 192.35 8.03 4.1% 2.08 1.1% 52% False False 128,113,350
20 201.90 192.35 9.55 4.9% 1.77 0.9% 44% False False 112,296,515
40 201.90 190.95 10.95 5.6% 1.49 0.8% 51% False False 93,231,759
60 201.90 190.55 11.35 5.8% 1.51 0.8% 53% False False 95,820,435
80 201.90 190.55 11.35 5.8% 1.42 0.7% 53% False False 92,691,118
100 201.90 186.48 15.42 7.8% 1.35 0.7% 65% False False 89,528,289
120 201.90 181.51 20.39 10.4% 1.37 0.7% 74% False False 90,394,212
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 204.85
2.618 201.81
1.618 199.95
1.000 198.80
0.618 198.09
HIGH 196.94
0.618 196.23
0.500 196.01
0.382 195.79
LOW 195.08
0.618 193.93
1.000 193.22
1.618 192.07
2.618 190.21
4.250 187.18
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 196.35 195.90
PP 196.18 195.27
S1 196.01 194.65

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

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