SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 202.40 201.50 -0.90 -0.4% 204.41
High 202.72 203.66 0.94 0.5% 205.48
Low 200.17 200.94 0.77 0.4% 198.55
Close 202.06 203.08 1.02 0.5% 201.63
Range 2.55 2.72 0.17 6.7% 6.93
ATR 2.90 2.88 -0.01 -0.4% 0.00
Volume 130,991,000 122,942,594 -8,048,406 -6.1% 940,433,530
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 210.72 209.62 204.58
R3 208.00 206.90 203.83
R2 205.28 205.28 203.58
R1 204.18 204.18 203.33 204.73
PP 202.56 202.56 202.56 202.84
S1 201.46 201.46 202.83 202.01
S2 199.84 199.84 202.58
S3 197.12 198.74 202.33
S4 194.40 196.02 201.58
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 222.68 219.08 205.44
R3 215.75 212.15 203.54
R2 208.82 208.82 202.90
R1 205.22 205.22 202.27 203.56
PP 201.89 201.89 201.89 201.05
S1 198.29 198.29 200.99 196.63
S2 194.96 194.96 200.36
S3 188.03 191.36 199.72
S4 181.10 184.43 197.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 203.66 198.55 5.11 2.5% 2.84 1.4% 89% True False 167,083,603
10 206.42 198.55 7.87 3.9% 2.88 1.4% 58% False False 162,549,871
20 208.97 198.55 10.42 5.1% 2.30 1.1% 43% False False 139,002,195
40 212.97 197.86 15.11 7.4% 2.34 1.2% 35% False False 139,442,354
60 212.97 194.49 18.48 9.1% 2.02 1.0% 46% False False 124,199,180
80 212.97 181.92 31.05 15.3% 2.24 1.1% 68% False False 137,682,138
100 212.97 181.92 31.05 15.3% 2.09 1.0% 68% False False 129,154,268
120 212.97 181.92 31.05 15.3% 1.99 1.0% 68% False False 123,371,269
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 215.22
2.618 210.78
1.618 208.06
1.000 206.38
0.618 205.34
HIGH 203.66
0.618 202.62
0.500 202.30
0.382 201.98
LOW 200.94
0.618 199.26
1.000 198.22
1.618 196.54
2.618 193.82
4.250 189.38
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 202.82 202.42
PP 202.56 201.76
S1 202.30 201.11

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

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