SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 189.18 189.75 0.57 0.3% 187.69
High 189.98 190.48 0.50 0.3% 190.48
Low 188.86 189.59 0.73 0.4% 187.07
Close 189.59 190.35 0.76 0.4% 190.35
Range 1.12 0.89 -0.23 -20.5% 3.41
ATR 1.62 1.57 -0.05 -3.2% 0.00
Volume 61,549,301 60,156,000 -1,393,301 -2.3% 386,282,304
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 192.81 192.47 190.84
R3 191.92 191.58 190.59
R2 191.03 191.03 190.51
R1 190.69 190.69 190.43 190.86
PP 190.14 190.14 190.14 190.23
S1 189.80 189.80 190.27 189.97
S2 189.25 189.25 190.19
S3 188.36 188.91 190.11
S4 187.47 188.02 189.86
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 199.53 198.35 192.23
R3 196.12 194.94 191.29
R2 192.71 192.71 190.98
R1 191.53 191.53 190.66 192.12
PP 189.30 189.30 189.30 189.60
S1 188.12 188.12 190.04 188.71
S2 185.89 185.89 189.72
S3 182.48 184.71 189.41
S4 179.07 181.30 188.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 190.48 187.07 3.41 1.8% 1.23 0.6% 96% True False 77,256,460
10 190.48 186.48 4.00 2.1% 1.34 0.7% 97% True False 86,445,710
20 190.48 184.96 5.52 2.9% 1.47 0.8% 98% True False 91,072,870
40 190.48 181.31 9.17 4.8% 1.64 0.9% 99% True False 101,200,422
60 190.48 181.31 9.17 4.8% 1.68 0.9% 99% True False 109,231,684
80 190.48 173.71 16.77 8.8% 1.72 0.9% 99% True False 113,885,720
100 190.48 173.71 16.77 8.8% 1.67 0.9% 99% True False 114,141,219
120 190.48 173.71 16.77 8.8% 1.59 0.8% 99% True False 113,004,533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 194.26
2.618 192.81
1.618 191.92
1.000 191.37
0.618 191.03
HIGH 190.48
0.618 190.14
0.500 190.04
0.382 189.93
LOW 189.59
0.618 189.04
1.000 188.70
1.618 188.15
2.618 187.26
4.250 185.81
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 190.25 189.99
PP 190.14 189.63
S1 190.04 189.27

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

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