SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 187.69 188.76 1.07 0.6% 187.14
High 188.04 189.88 1.84 1.0% 189.05
Low 186.83 188.00 1.17 0.6% 186.01
Close 187.96 189.79 1.83 1.0% 187.96
Range 1.21 1.88 0.67 55.4% 3.04
ATR 1.73 1.74 0.01 0.8% 0.00
Volume 83,678,492 86,940,000 3,261,508 3.9% 445,133,296
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 194.86 194.21 190.82
R3 192.98 192.33 190.31
R2 191.10 191.10 190.13
R1 190.45 190.45 189.96 190.78
PP 189.22 189.22 189.22 189.39
S1 188.57 188.57 189.62 188.90
S2 187.34 187.34 189.45
S3 185.46 186.69 189.27
S4 183.58 184.81 188.76
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 196.79 195.42 189.63
R3 193.75 192.38 188.80
R2 190.71 190.71 188.52
R1 189.34 189.34 188.24 190.03
PP 187.67 187.67 187.67 188.02
S1 186.30 186.30 187.68 186.99
S2 184.63 184.63 187.40
S3 181.59 183.26 187.12
S4 178.55 180.22 186.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 189.88 186.01 3.87 2.0% 1.68 0.9% 98% True False 91,238,118
10 189.88 186.01 3.87 2.0% 1.51 0.8% 98% True False 90,881,920
20 189.88 181.44 8.44 4.4% 1.56 0.8% 99% True False 98,020,215
40 189.88 181.31 8.57 4.5% 1.80 0.9% 99% True False 110,368,374
60 189.88 181.31 8.57 4.5% 1.72 0.9% 99% True False 112,111,468
80 189.88 173.71 16.17 8.5% 1.75 0.9% 99% True False 118,905,608
100 189.88 173.71 16.17 8.5% 1.66 0.9% 99% True False 116,077,860
120 189.88 173.71 16.17 8.5% 1.57 0.8% 99% True False 113,015,916
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 197.87
2.618 194.80
1.618 192.92
1.000 191.76
0.618 191.04
HIGH 189.88
0.618 189.16
0.500 188.94
0.382 188.72
LOW 188.00
0.618 186.84
1.000 186.12
1.618 184.96
2.618 183.08
4.250 180.01
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 189.51 189.31
PP 189.22 188.83
S1 188.94 188.36

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

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