SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 183.47 183.09 -0.38 -0.2% 183.87
High 183.56 183.79 0.23 0.1% 184.69
Low 182.08 182.95 0.87 0.5% 182.48
Close 182.36 183.48 1.12 0.6% 182.89
Range 1.48 0.84 -0.64 -43.2% 2.21
ATR 1.29 1.30 0.01 0.8% 0.00
Volume 108,028,102 86,144,094 -21,884,008 -20.3% 344,116,000
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 185.93 185.54 183.94
R3 185.09 184.70 183.71
R2 184.25 184.25 183.63
R1 183.86 183.86 183.56 184.06
PP 183.41 183.41 183.41 183.50
S1 183.02 183.02 183.40 183.22
S2 182.57 182.57 183.33
S3 181.73 182.18 183.25
S4 180.89 181.34 183.02
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 189.98 188.65 184.11
R3 187.77 186.44 183.50
R2 185.56 185.56 183.30
R1 184.23 184.23 183.09 183.79
PP 183.35 183.35 183.35 183.14
S1 182.02 182.02 182.69 181.58
S2 181.14 181.14 182.48
S3 178.93 179.81 182.28
S4 176.72 177.60 181.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 184.69 182.08 2.61 1.4% 1.13 0.6% 54% False False 96,286,159
10 184.69 182.07 2.62 1.4% 0.83 0.5% 54% False False 79,443,350
20 184.69 177.32 7.37 4.0% 1.14 0.6% 84% False False 102,693,489
40 184.69 174.85 9.84 5.4% 1.19 0.6% 88% False False 100,003,748
60 184.69 168.77 15.92 8.7% 1.24 0.7% 92% False False 105,120,092
80 184.69 164.53 20.16 11.0% 1.29 0.7% 94% False False 110,917,433
100 184.69 163.05 21.64 11.8% 1.32 0.7% 94% False False 111,391,633
120 184.69 163.05 21.64 11.8% 1.29 0.7% 94% False False 108,312,095
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 187.36
2.618 185.99
1.618 185.15
1.000 184.63
0.618 184.31
HIGH 183.79
0.618 183.47
0.500 183.37
0.382 183.27
LOW 182.95
0.618 182.43
1.000 182.11
1.618 181.59
2.618 180.75
4.250 179.38
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 183.44 183.30
PP 183.41 183.12
S1 183.37 182.94

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

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