SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	181.60	179.06	-2.54	-1.4%	184.70
High	181.66	179.52	-2.14	-1.2%	184.77
Low	178.83	177.12	-1.71	-1.0%	178.83
Close	178.89	178.01	-0.88	-0.5%	178.89
Range	2.83	2.40	-0.43	-15.2%	5.94
ATR	1.60	1.66	0.06	3.6%	0.00
Volume	208,676,984	180,843,016	-27,833,968	-13.3%	491,065,691

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	185.42	184.11	179.33
R3	183.02	181.71	178.67
R2	180.62	180.62	178.45
R1	179.31	179.31	178.23	178.77
PP	178.22	178.22	178.22	177.94
S1	176.91	176.91	177.79	176.37
S2	175.82	175.82	177.57
S3	173.42	174.51	177.35
S4	171.02	172.11	176.69

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.65	194.71	182.16
R3	192.71	188.77	180.52
R2	186.77	186.77	179.98
R1	182.83	182.83	179.43	181.83
PP	180.83	180.83	180.83	180.33
S1	176.89	176.89	178.35	175.89
S2	174.89	174.89	177.80
S3	168.95	170.95	177.26
S4	163.01	165.01	175.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.77	177.12	7.65	4.3%	1.84	1.0%	12%	False	True	134,381,741
10	184.94	177.12	7.82	4.4%	1.70	1.0%	11%	False	True	120,548,141
20	184.94	177.12	7.82	4.4%	1.36	0.8%	11%	False	True	104,743,760
40	184.94	177.12	7.82	4.4%	1.28	0.7%	11%	False	True	105,932,424
60	184.94	174.76	10.18	5.7%	1.31	0.7%	32%	False	False	105,456,000
80	184.94	164.53	20.41	11.5%	1.34	0.8%	66%	False	False	110,351,781
100	184.94	164.14	20.80	11.7%	1.33	0.7%	67%	False	False	110,595,655
120	184.94	163.05	21.89	12.3%	1.34	0.8%	68%	False	False	110,246,266

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	189.72
2.618	185.80
1.618	183.40
1.000	181.92
0.618	181.00
HIGH	179.52
0.618	178.60
0.500	178.32
0.382	178.04
LOW	177.12
0.618	175.64
1.000	174.72
1.618	173.24
2.618	170.84
4.250	166.92

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	178.32	180.26
PP	178.22	179.51
S1	178.11	178.76

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