SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	197.15	196.73	-0.42	-0.2%	195.70
High	197.22	197.30	0.08	0.0%	198.29
Low	195.76	196.31	0.55	0.3%	195.53
Close	196.24	197.12	0.88	0.4%	198.20
Range	1.46	0.99	-0.47	-32.2%	2.76
ATR	1.22	1.21	-0.01	-0.9%	0.00
Volume	108,142,500	72,992,305	-35,150,195	-32.5%	266,387,891

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.88	199.49	197.66
R3	198.89	198.50	197.39
R2	197.90	197.90	197.30
R1	197.51	197.51	197.21	197.71
PP	196.91	196.91	196.91	197.01
S1	196.52	196.52	197.03	196.72
S2	195.92	195.92	196.94
S3	194.93	195.53	196.85
S4	193.94	194.54	196.58

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.62	204.67	199.72
R3	202.86	201.91	198.96
R2	200.10	200.10	198.71
R1	199.15	199.15	198.45	199.63
PP	197.34	197.34	197.34	197.58
S1	196.39	196.39	197.95	196.87
S2	194.58	194.58	197.69
S3	191.82	193.63	197.44
S4	189.06	190.87	196.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	198.29	195.76	2.53	1.3%	0.88	0.4%	54%	False	False	69,648,959
10	198.29	194.13	4.16	2.1%	1.06	0.5%	72%	False	False	74,776,639
20	198.29	193.11	5.18	2.6%	1.09	0.6%	77%	False	False	81,789,769
40	198.29	186.48	11.81	6.0%	1.09	0.6%	90%	False	False	79,275,407
60	198.29	181.44	16.85	8.5%	1.24	0.6%	93%	False	False	85,523,676
80	198.29	181.31	16.98	8.6%	1.44	0.7%	93%	False	False	94,821,891
100	198.29	181.31	16.98	8.6%	1.46	0.7%	93%	False	False	98,977,043
120	198.29	173.71	24.58	12.5%	1.53	0.8%	95%	False	False	105,695,541

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	201.51
2.618	199.89
1.618	198.90
1.000	198.29
0.618	197.91
HIGH	197.30
0.618	196.92
0.500	196.81
0.382	196.69
LOW	196.31
0.618	195.70
1.000	195.32
1.618	194.71
2.618	193.72
4.250	192.10

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	197.02	197.04
PP	196.91	196.95
S1	196.81	196.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols