SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 193.90 193.89 -0.01 0.0% 195.35
High 194.32 194.70 0.38 0.2% 196.05
Low 193.30 193.66 0.36 0.2% 193.11
Close 194.13 194.29 0.16 0.1% 194.13
Range 1.02 1.04 0.02 2.0% 2.94
ATR 1.27 1.25 -0.02 -1.3% 0.00
Volume 82,017,195 87,424,305 5,407,110 6.6% 379,387,995
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 197.34 196.85 194.86
R3 196.30 195.81 194.58
R2 195.26 195.26 194.48
R1 194.77 194.77 194.39 195.02
PP 194.22 194.22 194.22 194.34
S1 193.73 193.73 194.19 193.98
S2 193.18 193.18 194.10
S3 192.14 192.69 194.00
S4 191.10 191.65 193.72
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 203.25 201.63 195.75
R3 200.31 198.69 194.94
R2 197.37 197.37 194.67
R1 195.75 195.75 194.40 195.09
PP 194.43 194.43 194.43 194.10
S1 192.81 192.81 193.86 192.15
S2 191.49 191.49 193.59
S3 188.55 189.87 193.32
S4 185.61 186.93 192.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 195.64 193.11 2.53 1.3% 1.02 0.5% 47% False False 80,338,699
10 196.05 192.25 3.80 2.0% 1.03 0.5% 54% False False 75,818,709
20 196.05 187.07 8.98 4.6% 1.03 0.5% 80% False False 74,427,510
40 196.05 184.96 11.09 5.7% 1.24 0.6% 84% False False 83,506,605
60 196.05 181.31 14.74 7.6% 1.52 0.8% 88% False False 96,681,685
80 196.05 181.31 14.74 7.6% 1.53 0.8% 88% False False 102,474,897
100 196.05 173.71 22.34 11.5% 1.62 0.8% 92% False False 110,622,026
120 196.05 173.71 22.34 11.5% 1.53 0.8% 92% False False 106,911,604
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 199.12
2.618 197.42
1.618 196.38
1.000 195.74
0.618 195.34
HIGH 194.70
0.618 194.30
0.500 194.18
0.382 194.06
LOW 193.66
0.618 193.02
1.000 192.62
1.618 191.98
2.618 190.94
4.250 189.24
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 194.25 194.18
PP 194.22 194.07
S1 194.18 193.96

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

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