SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 195.25 195.73 0.48 0.2% 188.13
High 196.49 196.45 -0.04 0.0% 196.49
Low 194.49 195.03 0.54 0.3% 188.07
Close 196.43 196.16 -0.27 -0.1% 196.43
Range 2.00 1.42 -0.58 -29.0% 8.42
ATR 2.88 2.78 -0.10 -3.6% 0.00
Volume 117,927,195 82,953,602 -34,973,593 -29.7% 709,652,992
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 200.14 199.57 196.94
R3 198.72 198.15 196.55
R2 197.30 197.30 196.42
R1 196.73 196.73 196.29 197.02
PP 195.88 195.88 195.88 196.02
S1 195.31 195.31 196.03 195.60
S2 194.46 194.46 195.90
S3 193.04 193.89 195.77
S4 191.62 192.47 195.38
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 218.92 216.10 201.06
R3 210.50 207.68 198.75
R2 202.08 202.08 197.97
R1 199.26 199.26 197.20 200.67
PP 193.66 193.66 193.66 194.37
S1 190.84 190.84 195.66 192.25
S2 185.24 185.24 194.89
S3 176.82 182.42 194.11
S4 168.40 174.00 191.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.49 191.48 5.01 2.6% 2.08 1.1% 93% False False 132,519,178
10 196.49 181.92 14.57 7.4% 2.81 1.4% 98% False False 187,418,389
20 198.30 181.92 16.38 8.4% 2.87 1.5% 87% False False 178,242,139
40 201.90 181.92 19.98 10.2% 2.24 1.1% 71% False False 138,503,002
60 201.90 181.92 19.98 10.2% 1.94 1.0% 71% False False 119,679,034
80 201.90 181.92 19.98 10.2% 1.80 0.9% 71% False False 113,349,836
100 201.90 181.92 19.98 10.2% 1.65 0.8% 71% False False 106,618,955
120 201.90 181.92 19.98 10.2% 1.58 0.8% 71% False False 102,170,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 202.49
2.618 200.17
1.618 198.75
1.000 197.87
0.618 197.33
HIGH 196.45
0.618 195.91
0.500 195.74
0.382 195.57
LOW 195.03
0.618 194.15
1.000 193.61
1.618 192.73
2.618 191.31
4.250 189.00
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 196.02 195.90
PP 195.88 195.64
S1 195.74 195.38

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

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