SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 188.42 188.13 -0.29 -0.2% 190.46
High 189.75 190.45 0.70 0.4% 191.15
Low 187.62 188.07 0.45 0.2% 181.92
Close 188.47 190.30 1.83 1.0% 188.47
Range 2.13 2.38 0.25 11.7% 9.23
ATR 2.92 2.88 -0.04 -1.3% 0.00
Volume 214,624,891 130,010,703 -84,614,188 -39.4% 1,312,516,110
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 196.75 195.90 191.61
R3 194.37 193.52 190.95
R2 191.99 191.99 190.74
R1 191.14 191.14 190.52 191.57
PP 189.61 189.61 189.61 189.82
S1 188.76 188.76 190.08 189.19
S2 187.23 187.23 189.86
S3 184.85 186.38 189.65
S4 182.47 184.00 188.99
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 214.87 210.90 193.55
R3 205.64 201.67 191.01
R2 196.41 196.41 190.16
R1 192.44 192.44 189.32 189.81
PP 187.18 187.18 187.18 185.87
S1 183.21 183.21 187.62 180.58
S2 177.95 177.95 186.78
S3 168.72 173.98 185.93
S4 159.49 164.75 183.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 190.45 181.92 8.53 4.5% 3.55 1.9% 98% True False 242,317,600
10 196.92 181.92 15.00 7.9% 3.58 1.9% 56% False False 220,951,500
20 199.69 181.92 17.77 9.3% 2.85 1.5% 47% False False 173,493,705
40 201.90 181.92 19.98 10.5% 2.09 1.1% 42% False False 129,019,699
60 201.90 181.92 19.98 10.5% 1.93 1.0% 42% False False 119,080,563
80 201.90 181.92 19.98 10.5% 1.72 0.9% 42% False False 109,290,406
100 201.90 181.92 19.98 10.5% 1.60 0.8% 42% False False 103,529,494
120 201.90 181.92 19.98 10.5% 1.55 0.8% 42% False False 100,473,251
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 0.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 200.57
2.618 196.68
1.618 194.30
1.000 192.83
0.618 191.92
HIGH 190.45
0.618 189.54
0.500 189.26
0.382 188.98
LOW 188.07
0.618 186.60
1.000 185.69
1.618 184.22
2.618 181.84
4.250 177.96
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 189.95 189.09
PP 189.61 187.88
S1 189.26 186.67

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

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