SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 201.50 203.99 2.49 1.2% 204.41
High 203.66 206.26 2.60 1.3% 205.48
Low 200.94 202.33 1.39 0.7% 198.55
Close 203.08 206.10 3.02 1.5% 201.63
Range 2.72 3.93 1.21 44.5% 6.93
ATR 2.88 2.96 0.07 2.6% 0.00
Volume 122,942,594 174,356,016 51,413,422 41.8% 940,433,530
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 216.69 215.32 208.26
R3 212.76 211.39 207.18
R2 208.83 208.83 206.82
R1 207.46 207.46 206.46 208.15
PP 204.90 204.90 204.90 205.24
S1 203.53 203.53 205.74 204.22
S2 200.97 200.97 205.38
S3 197.04 199.60 205.02
S4 193.11 195.67 203.94
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
5 206.26 198.55 7.71 3.7% 3.12 1.5% 98% True False 163,356,584
10 206.42 198.55 7.87 3.8% 3.09 1.5% 96% False False 167,450,803
20 208.97 198.55 10.42 5.1% 2.44 1.2% 72% False False 140,304,051
40 212.97 197.86 15.11 7.3% 2.39 1.2% 55% False False 140,243,075
60 212.97 195.03 17.94 8.7% 2.05 1.0% 62% False False 125,139,660
80 212.97 181.92 31.05 15.1% 2.26 1.1% 78% False False 138,567,255
100 212.97 181.92 31.05 15.1% 2.12 1.0% 78% False False 130,314,526
120 212.97 181.92 31.05 15.1% 2.00 1.0% 78% False False 123,295,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 222.96
2.618 216.55
1.618 212.62
1.000 210.19
0.618 208.69
HIGH 206.26
0.618 204.76
0.500 204.30
0.382 203.83
LOW 202.33
0.618 199.90
1.000 198.40
1.618 195.97
2.618 192.04
4.250 185.63
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 205.50 205.14
PP 204.90 204.18
S1 204.30 203.22

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

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