SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 194.41 194.62 0.21 0.1% 190.46
High 194.91 196.20 1.29 0.7% 191.15
Low 192.61 194.26 1.65 0.9% 181.92
Close 192.69 194.93 2.24 1.2% 188.47
Range 2.30 1.94 -0.36 -15.7% 9.23
ATR 2.91 2.95 0.04 1.5% 0.00
Volume 151,822,500 154,944,094 3,121,594 2.1% 1,312,516,110
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 200.95 199.88 196.00
R3 199.01 197.94 195.46
R2 197.07 197.07 195.29
R1 196.00 196.00 195.11 196.54
PP 195.13 195.13 195.13 195.40
S1 194.06 194.06 194.75 194.60
S2 193.19 193.19 194.57
S3 191.25 192.12 194.40
S4 189.31 190.18 193.86
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
5 196.20 187.62 8.58 4.4% 2.29 1.2% 85% True False 161,270,137
10 196.20 181.92 14.28 7.3% 3.17 1.6% 91% True False 212,615,079
20 198.39 181.92 16.47 8.4% 2.89 1.5% 79% False False 178,131,014
40 201.90 181.92 19.98 10.2% 2.20 1.1% 65% False False 136,586,902
60 201.90 181.92 19.98 10.2% 1.97 1.0% 65% False False 122,543,358
80 201.90 181.92 19.98 10.2% 1.77 0.9% 65% False False 112,156,496
100 201.90 181.92 19.98 10.2% 1.64 0.8% 65% False False 106,086,465
120 201.90 181.92 19.98 10.2% 1.57 0.8% 65% False False 102,095,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 204.45
2.618 201.28
1.618 199.34
1.000 198.14
0.618 197.40
HIGH 196.20
0.618 195.46
0.500 195.23
0.382 195.00
LOW 194.26
0.618 193.06
1.000 192.32
1.618 191.12
2.618 189.18
4.250 186.02
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 195.23 194.57
PP 195.13 194.20
S1 195.03 193.84

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.