SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	187.23	187.81	0.58	0.3%	182.93
High	188.40	187.92	-0.48	-0.3%	186.91
Low	187.13	187.30	0.17	0.1%	181.44
Close	187.89	187.45	-0.44	-0.2%	186.39
Range	1.27	0.62	-0.65	-51.2%	5.47
ATR	1.95	1.85	-0.09	-4.9%	0.00
Volume	85,790,305	73,869,297	-11,921,008	-13.9%	499,925,109

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.42	189.05	187.79
R3	188.80	188.43	187.62
R2	188.18	188.18	187.56
R1	187.81	187.81	187.51	187.69
PP	187.56	187.56	187.56	187.49
S1	187.19	187.19	187.39	187.07
S2	186.94	186.94	187.34
S3	186.32	186.57	187.28
S4	185.70	185.95	187.11

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.32	199.33	189.40
R3	195.85	193.86	187.89
R2	190.38	190.38	187.39
R1	188.39	188.39	186.89	189.39
PP	184.91	184.91	184.91	185.41
S1	182.92	182.92	185.89	183.92
S2	179.44	179.44	185.39
S3	173.97	177.45	184.89
S4	168.50	171.98	183.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.40	184.65	3.75	2.0%	1.12	0.6%	75%	False	False	87,687,998
10	188.40	181.31	7.09	3.8%	1.88	1.0%	87%	False	False	116,837,770
20	189.70	181.31	8.39	4.5%	1.86	1.0%	73%	False	False	115,011,755
40	189.70	181.31	8.39	4.5%	1.78	1.0%	73%	False	False	118,411,287
60	189.70	173.71	15.99	8.5%	1.80	1.0%	86%	False	False	123,798,508
80	189.70	173.71	15.99	8.5%	1.69	0.9%	86%	False	False	119,034,821
100	189.70	173.71	15.99	8.5%	1.59	0.9%	86%	False	False	116,652,075
120	189.70	173.71	15.99	8.5%	1.56	0.8%	86%	False	False	114,627,254

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	190.56
2.618	189.54
1.618	188.92
1.000	188.54
0.618	188.30
HIGH	187.92
0.618	187.68
0.500	187.61
0.382	187.54
LOW	187.30
0.618	186.92
1.000	186.68
1.618	186.30
2.618	185.68
4.250	184.67

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	187.61	187.40
PP	187.56	187.35
S1	187.50	187.31

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