SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 188.13 191.68 3.55 1.9% 190.46
High 190.45 194.20 3.75 2.0% 191.15
Low 188.07 191.48 3.41 1.8% 181.92
Close 190.30 194.07 3.77 2.0% 188.47
Range 2.38 2.72 0.34 14.3% 9.23
ATR 2.88 2.96 0.07 2.5% 0.00
Volume 130,010,703 154,948,500 24,937,797 19.2% 1,312,516,110
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 201.41 200.46 195.57
R3 198.69 197.74 194.82
R2 195.97 195.97 194.57
R1 195.02 195.02 194.32 195.50
PP 193.25 193.25 193.25 193.49
S1 192.30 192.30 193.82 192.78
S2 190.53 190.53 193.57
S3 187.81 189.58 193.32
S4 185.09 186.86 192.57
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 214.87 210.90 193.55
R3 205.64 201.67 191.01
R2 196.41 196.41 190.16
R1 192.44 192.44 189.32 189.81
PP 187.18 187.18 187.18 185.87
S1 183.21 183.21 187.62 180.58
S2 177.95 177.95 186.78
S3 168.72 173.98 185.93
S4 159.49 164.75 183.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 194.20 181.92 12.28 6.3% 3.54 1.8% 99% True False 230,138,018
10 196.92 181.92 15.00 7.7% 3.61 1.9% 81% False False 221,655,009
20 199.69 181.92 17.77 9.2% 2.92 1.5% 68% False False 175,671,465
40 201.90 181.92 19.98 10.3% 2.13 1.1% 61% False False 131,297,037
60 201.90 181.92 19.98 10.3% 1.95 1.0% 61% False False 120,508,726
80 201.90 181.92 19.98 10.3% 1.74 0.9% 61% False False 110,334,092
100 201.90 181.92 19.98 10.3% 1.62 0.8% 61% False False 104,315,823
120 201.90 181.92 19.98 10.3% 1.57 0.8% 61% False False 100,989,329
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 0.81
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 205.76
2.618 201.32
1.618 198.60
1.000 196.92
0.618 195.88
HIGH 194.20
0.618 193.16
0.500 192.84
0.382 192.52
LOW 191.48
0.618 189.80
1.000 188.76
1.618 187.08
2.618 184.36
4.250 179.92
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 193.66 193.02
PP 193.25 191.96
S1 192.84 190.91

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

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