SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 194.30 195.61 1.31 0.7% 193.89
High 195.78 195.63 -0.15 -0.1% 196.60
Low 194.25 194.13 -0.12 -0.1% 193.66
Close 195.58 195.44 -0.14 -0.1% 195.94
Range 1.53 1.50 -0.03 -2.0% 2.94
ATR 1.26 1.27 0.02 1.4% 0.00
Volume 82,781,906 84,311,797 1,529,891 1.8% 464,040,907
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 199.57 199.00 196.27
R3 198.07 197.50 195.85
R2 196.57 196.57 195.72
R1 196.00 196.00 195.58 195.54
PP 195.07 195.07 195.07 194.83
S1 194.50 194.50 195.30 194.04
S2 193.57 193.57 195.17
S3 192.07 193.00 195.03
S4 190.57 191.50 194.62
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 204.22 203.02 197.56
R3 201.28 200.08 196.75
R2 198.34 198.34 196.48
R1 197.14 197.14 196.21 197.74
PP 195.40 195.40 195.40 195.70
S1 194.20 194.20 195.67 194.80
S2 192.46 192.46 195.40
S3 189.52 191.26 195.13
S4 186.58 188.32 194.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.50 194.13 2.37 1.2% 1.20 0.6% 55% False True 86,905,818
10 196.60 193.30 3.30 1.7% 1.20 0.6% 65% False False 88,000,009
20 196.60 191.97 4.63 2.4% 1.10 0.6% 75% False False 80,485,844
40 196.60 186.01 10.59 5.4% 1.22 0.6% 89% False False 82,838,940
60 196.60 181.31 15.29 7.8% 1.42 0.7% 92% False False 92,837,731
80 196.60 181.31 15.29 7.8% 1.50 0.8% 92% False False 98,477,392
100 196.60 173.71 22.89 11.7% 1.54 0.8% 95% False False 103,552,314
120 196.60 173.71 22.89 11.7% 1.56 0.8% 95% False False 107,830,748
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 202.01
2.618 199.56
1.618 198.06
1.000 197.13
0.618 196.56
HIGH 195.63
0.618 195.06
0.500 194.88
0.382 194.70
LOW 194.13
0.618 193.20
1.000 192.63
1.618 191.70
2.618 190.20
4.250 187.76
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 195.25 195.40
PP 195.07 195.36
S1 194.88 195.32

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

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