SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 195.28 193.37 -1.91 -1.0% 196.20
High 195.72 196.92 1.20 0.6% 198.30
Low 193.22 192.36 -0.86 -0.4% 192.35
Close 193.26 196.64 3.38 1.7% 196.52
Range 2.50 4.56 2.06 82.4% 5.95
ATR 2.00 2.19 0.18 9.1% 0.00
Volume 147,913,406 186,461,406 38,548,000 26.1% 683,065,196
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 208.99 207.37 199.15
R3 204.43 202.81 197.89
R2 199.87 199.87 197.48
R1 198.25 198.25 197.06 199.06
PP 195.31 195.31 195.31 195.71
S1 193.69 193.69 196.22 194.50
S2 190.75 190.75 195.80
S3 186.19 189.13 195.39
S4 181.63 184.57 194.13
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
5 197.60 192.35 5.25 2.7% 2.73 1.4% 82% False False 143,601,382
10 199.05 192.35 6.70 3.4% 2.48 1.3% 64% False False 137,606,501
20 201.90 192.35 9.55 4.9% 2.01 1.0% 45% False False 123,254,791
40 201.90 192.35 9.55 4.9% 1.60 0.8% 45% False False 97,580,850
60 201.90 190.55 11.35 5.8% 1.61 0.8% 54% False False 99,235,529
80 201.90 190.55 11.35 5.8% 1.48 0.8% 54% False False 94,733,136
100 201.90 187.07 14.83 7.5% 1.39 0.7% 65% False False 90,672,011
120 201.90 184.96 16.94 8.6% 1.40 0.7% 69% False False 90,990,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 717 trading days
Fibonacci Retracements and Extensions
4.250 216.30
2.618 208.86
1.618 204.30
1.000 201.48
0.618 199.74
HIGH 196.92
0.618 195.18
0.500 194.64
0.382 194.10
LOW 192.36
0.618 189.54
1.000 187.80
1.618 184.98
2.618 180.42
4.250 172.98
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 195.97 196.09
PP 195.31 195.53
S1 194.64 194.98

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

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