SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 191.68 194.41 2.73 1.4% 190.46
High 194.20 194.91 0.71 0.4% 191.15
Low 191.48 192.61 1.13 0.6% 181.92
Close 194.07 192.69 -1.38 -0.7% 188.47
Range 2.72 2.30 -0.42 -15.4% 9.23
ATR 2.96 2.91 -0.05 -1.6% 0.00
Volume 154,948,500 151,822,500 -3,126,000 -2.0% 1,312,516,110
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 200.30 198.80 193.96
R3 198.00 196.50 193.32
R2 195.70 195.70 193.11
R1 194.20 194.20 192.90 193.80
PP 193.40 193.40 193.40 193.21
S1 191.90 191.90 192.48 191.50
S2 191.10 191.10 192.27
S3 188.80 189.60 192.06
S4 186.50 187.30 191.43
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
5 194.91 182.89 12.02 6.2% 2.84 1.5% 82% True False 184,359,612
10 196.60 181.92 14.68 7.6% 3.38 1.8% 73% False False 218,191,118
20 199.05 181.92 17.13 8.9% 2.93 1.5% 63% False False 177,898,810
40 201.90 181.92 19.98 10.4% 2.17 1.1% 54% False False 133,910,142
60 201.90 181.92 19.98 10.4% 1.97 1.0% 54% False False 121,697,996
80 201.90 181.92 19.98 10.4% 1.76 0.9% 54% False False 111,350,571
100 201.90 181.92 19.98 10.4% 1.63 0.8% 54% False False 105,187,492
120 201.90 181.92 19.98 10.4% 1.57 0.8% 54% False False 101,436,836
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 True
Stretch 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 204.69
2.618 200.93
1.618 198.63
1.000 197.21
0.618 196.33
HIGH 194.91
0.618 194.03
0.500 193.76
0.382 193.49
LOW 192.61
0.618 191.19
1.000 190.31
1.618 188.89
2.618 186.59
4.250 182.84
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 193.76 192.29
PP 193.40 191.89
S1 193.05 191.49

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

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