SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 190.46 188.42 -2.04 -1.1% 197.34
High 191.15 189.82 -1.33 -0.7% 197.60
Low 187.30 187.04 -0.26 -0.1% 190.49
Close 187.41 187.70 0.29 0.2% 190.54
Range 3.85 2.78 -1.07 -27.8% 7.11
ATR 2.49 2.51 0.02 0.8% 0.00
Volume 230,938,813 215,846,406 -15,092,407 -6.5% 871,766,492
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 196.53 194.89 189.23
R3 193.75 192.11 188.46
R2 190.97 190.97 188.21
R1 189.33 189.33 187.95 188.76
PP 188.19 188.19 188.19 187.90
S1 186.55 186.55 187.45 185.98
S2 185.41 185.41 187.19
S3 182.63 183.77 186.94
S4 179.85 180.99 186.17
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 214.21 209.48 194.45
R3 207.10 202.37 192.50
R2 199.99 199.99 191.84
R1 195.26 195.26 191.19 194.07
PP 192.88 192.88 192.88 192.28
S1 188.15 188.15 189.89 186.96
S2 185.77 185.77 189.24
S3 178.66 181.04 188.58
S4 171.55 173.93 186.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.92 187.04 9.88 5.3% 3.67 2.0% 7% False True 213,172,000
10 197.60 187.04 10.56 5.6% 3.03 1.6% 6% False True 177,520,330
20 201.90 187.04 14.86 7.9% 2.40 1.3% 4% False True 148,379,520
40 201.90 187.04 14.86 7.9% 1.82 1.0% 4% False True 111,021,009
60 201.90 187.04 14.86 7.9% 1.73 0.9% 4% False True 106,935,113
80 201.90 187.04 14.86 7.9% 1.60 0.9% 4% False True 101,017,911
100 201.90 187.04 14.86 7.9% 1.48 0.8% 4% False True 96,204,734
120 201.90 184.96 16.94 9.0% 1.48 0.8% 16% False False 95,684,624
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.66
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 201.64
2.618 197.10
1.618 194.32
1.000 192.60
0.618 191.54
HIGH 189.82
0.618 188.76
0.500 188.43
0.382 188.10
LOW 187.04
0.618 185.32
1.000 184.26
1.618 182.54
2.618 179.76
4.250 175.23
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 188.43 190.35
PP 188.19 189.46
S1 187.94 188.58

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

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