SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 204.41 204.12 -0.29 -0.1% 204.17
High 204.60 205.48 0.88 0.4% 206.42
Low 201.92 200.51 -1.41 -0.7% 198.86
Close 202.65 202.08 -0.57 -0.3% 204.25
Range 2.68 4.97 2.29 85.4% 7.56
ATR 2.67 2.83 0.16 6.2% 0.00
Volume 144,396,000 214,553,109 70,157,109 48.6% 809,915,688
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 217.60 214.81 204.81
R3 212.63 209.84 203.45
R2 207.66 207.66 202.99
R1 204.87 204.87 202.54 203.78
PP 202.69 202.69 202.69 202.15
S1 199.90 199.90 201.62 198.81
S2 197.72 197.72 201.17
S3 192.75 194.93 200.71
S4 187.78 189.96 199.35
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 225.86 222.61 208.41
R3 218.30 215.05 206.33
R2 210.74 210.74 205.64
R1 207.49 207.49 204.94 209.12
PP 203.18 203.18 203.18 203.99
S1 199.93 199.93 203.56 201.56
S2 195.62 195.62 202.86
S3 188.06 192.37 202.17
S4 180.50 184.81 200.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 206.42 200.51 5.91 2.9% 2.91 1.4% 27% False True 158,016,140
10 208.37 198.86 9.51 4.7% 2.78 1.4% 34% False False 149,420,510
20 212.97 197.86 15.11 7.5% 2.74 1.4% 28% False False 157,508,282
40 212.97 197.86 15.11 7.5% 2.14 1.1% 28% False False 128,360,399
60 212.97 187.62 25.35 12.5% 1.97 1.0% 57% False False 123,714,724
80 212.97 181.92 31.05 15.4% 2.18 1.1% 65% False False 134,941,547
100 212.97 181.92 31.05 15.4% 2.00 1.0% 65% False False 123,829,337
120 212.97 181.92 31.05 15.4% 1.93 1.0% 65% False False 119,640,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 226.60
2.618 218.49
1.618 213.52
1.000 210.45
0.618 208.55
HIGH 205.48
0.618 203.58
0.500 203.00
0.382 202.41
LOW 200.51
0.618 197.44
1.000 195.54
1.618 192.47
2.618 187.50
4.250 179.39
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 203.00 203.47
PP 202.69 203.00
S1 202.39 202.54

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

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