SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	183.76	183.27	-0.49	-0.3%	179.70
High	184.95	184.52	-0.43	-0.2%	184.36
Low	182.87	182.60	-0.27	-0.1%	179.21
Close	183.02	184.10	1.08	0.6%	184.02
Range	2.08	1.92	-0.16	-7.7%	5.15
ATR	1.85	1.86	0.00	0.3%	0.00
Volume	126,524,203	104,998,000	-21,526,203	-17.0%	501,790,602

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.50	188.72	185.16
R3	187.58	186.80	184.63
R2	185.66	185.66	184.45
R1	184.88	184.88	184.28	185.27
PP	183.74	183.74	183.74	183.94
S1	182.96	182.96	183.92	183.35
S2	181.82	181.82	183.75
S3	179.90	181.04	183.57
S4	177.98	179.12	183.04

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.98	196.15	186.85
R3	192.83	191.00	185.44
R2	187.68	187.68	184.96
R1	185.85	185.85	184.49	186.77
PP	182.53	182.53	182.53	182.99
S1	180.70	180.70	183.55	181.62
S2	177.38	177.38	183.08
S3	172.23	175.55	182.60
S4	167.08	170.40	181.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.95	180.83	4.12	2.2%	1.78	1.0%	79%	False	False	101,804,678
10	184.95	175.22	9.73	5.3%	1.76	1.0%	91%	False	False	111,743,830
20	184.95	173.71	11.24	6.1%	1.97	1.1%	92%	False	False	143,210,541
40	184.95	173.71	11.24	6.1%	1.53	0.8%	92%	False	False	115,785,018
60	184.95	173.71	11.24	6.1%	1.44	0.8%	92%	False	False	113,787,766
80	184.95	173.71	11.24	6.1%	1.42	0.8%	92%	False	False	111,694,497
100	184.95	164.53	20.42	11.1%	1.43	0.8%	96%	False	False	115,405,755
120	184.95	163.17	21.78	11.8%	1.42	0.8%	96%	False	False	114,985,532

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	192.68
2.618	189.55
1.618	187.63
1.000	186.44
0.618	185.71
HIGH	184.52
0.618	183.79
0.500	183.56
0.382	183.33
LOW	182.60
0.618	181.41
1.000	180.68
1.618	179.49
2.618	177.57
4.250	174.44

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	183.92	183.99
PP	183.74	183.88
S1	183.56	183.78

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