SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 195.68 197.34 1.66 0.8% 196.20
High 196.94 197.60 0.66 0.3% 198.30
Low 195.08 195.58 0.50 0.3% 192.35
Close 196.52 196.29 -0.23 -0.1% 196.52
Range 1.86 2.02 0.16 8.6% 5.95
ATR 1.92 1.92 0.01 0.4% 0.00
Volume 121,568,703 104,778,305 -16,790,398 -13.8% 683,065,196
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 202.55 201.44 197.40
R3 200.53 199.42 196.85
R2 198.51 198.51 196.66
R1 197.40 197.40 196.48 196.95
PP 196.49 196.49 196.49 196.26
S1 195.38 195.38 196.10 194.93
S2 194.47 194.47 195.92
S3 192.45 193.36 195.73
S4 190.43 191.34 195.18
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% 2.23 1.1% 66% False False 138,546,379
10 199.69 192.35 7.34 3.7% 2.12 1.1% 54% False False 126,035,910
20 201.90 192.35 9.55 4.9% 1.81 0.9% 41% False False 114,328,145
40 201.90 192.35 9.55 4.9% 1.48 0.8% 41% False False 92,925,859
60 201.90 190.55 11.35 5.8% 1.53 0.8% 51% False False 96,496,017
80 201.90 190.55 11.35 5.8% 1.42 0.7% 51% False False 92,671,470
100 201.90 186.48 15.42 7.9% 1.36 0.7% 64% False False 89,852,404
120 201.90 184.65 17.25 8.8% 1.37 0.7% 67% False False 89,958,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 206.19
2.618 202.89
1.618 200.87
1.000 199.62
0.618 198.85
HIGH 197.60
0.618 196.83
0.500 196.59
0.382 196.35
LOW 195.58
0.618 194.33
1.000 193.56
1.618 192.31
2.618 190.29
4.250 187.00
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 196.59 195.85
PP 196.49 195.41
S1 196.39 194.98

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

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