SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	194.83	196.43	1.60	0.8%	195.35
High	196.37	196.60	0.23	0.1%	196.05
Low	194.40	195.80	1.40	0.7%	193.11
Close	196.26	196.48	0.22	0.1%	194.13
Range	1.97	0.80	-1.17	-59.4%	2.94
ATR	1.29	1.26	-0.04	-2.7%	0.00
Volume	105,266,797	85,928,898	-19,337,899	-18.4%	379,387,995

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.69	198.39	196.92
R3	197.89	197.59	196.70
R2	197.09	197.09	196.63
R1	196.79	196.79	196.55	196.94
PP	196.29	196.29	196.29	196.37
S1	195.99	195.99	196.41	196.14
S2	195.49	195.49	196.33
S3	194.69	195.19	196.26
S4	193.89	194.39	196.04

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.25	201.63	195.75
R3	200.31	198.69	194.94
R2	197.37	197.37	194.67
R1	195.75	195.75	194.40	195.09
PP	194.43	194.43	194.43	194.10
S1	192.81	192.81	193.86	192.15
S2	191.49	191.49	193.59
S3	188.55	189.87	193.32
S4	185.61	186.93	192.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.60	193.30	3.30	1.7%	1.20	0.6%	96%	True	False	89,094,200
10	196.60	193.11	3.49	1.8%	1.06	0.5%	97%	True	False	82,153,800
20	196.60	188.86	7.74	3.9%	1.02	0.5%	98%	True	False	75,000,135
40	196.60	184.96	11.64	5.9%	1.27	0.6%	99%	True	False	84,707,620
60	196.60	181.31	15.29	7.8%	1.46	0.7%	99%	True	False	94,808,998
80	196.60	181.31	15.29	7.8%	1.53	0.8%	99%	True	False	101,559,453
100	196.60	173.71	22.89	11.7%	1.59	0.8%	99%	True	False	108,162,153
120	196.60	173.71	22.89	11.7%	1.55	0.8%	99%	True	False	107,592,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	200.00
2.618	198.69
1.618	197.89
1.000	197.40
0.618	197.09
HIGH	196.60
0.618	196.29
0.500	196.20
0.382	196.11
LOW	195.80
0.618	195.31
1.000	195.00
1.618	194.51
2.618	193.71
4.250	192.40

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	196.39	196.06
PP	196.29	195.63
S1	196.20	195.21

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