SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	196.19	197.05	0.86	0.4%	195.97
High	197.63	197.48	-0.15	-0.1%	196.50
Low	196.13	196.96	0.83	0.4%	194.13
Close	197.03	197.23	0.20	0.1%	195.82
Range	1.50	0.52	-0.98	-65.3%	2.37
ATR	1.26	1.21	-0.05	-4.2%	0.00
Volume	90,470,094	52,474,797	-37,995,297	-42.0%	405,395,594

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.78	198.53	197.52
R3	198.26	198.01	197.37
R2	197.74	197.74	197.33
R1	197.49	197.49	197.28	197.62
PP	197.22	197.22	197.22	197.29
S1	196.97	196.97	197.18	197.10
S2	196.70	196.70	197.13
S3	196.18	196.45	197.09
S4	195.66	195.93	196.94

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.59	201.58	197.12
R3	200.22	199.21	196.47
R2	197.85	197.85	196.25
R1	196.84	196.84	196.04	196.16
PP	195.48	195.48	195.48	195.15
S1	194.47	194.47	195.60	193.79
S2	193.11	193.11	195.39
S3	190.74	192.10	195.17
S4	188.37	189.73	194.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	197.63	194.13	3.50	1.8%	1.03	0.5%	89%	False	False	73,842,898
10	197.63	194.13	3.50	1.8%	1.04	0.5%	89%	False	False	80,536,068
20	197.63	192.70	4.93	2.5%	1.11	0.6%	92%	False	False	81,653,614
40	197.63	186.01	11.62	5.9%	1.17	0.6%	97%	False	False	81,149,567
60	197.63	181.31	16.32	8.3%	1.35	0.7%	98%	False	False	89,812,901
80	197.63	181.31	16.32	8.3%	1.50	0.8%	98%	False	False	97,534,354
100	197.63	179.21	18.42	9.3%	1.49	0.8%	98%	False	False	100,072,266
120	197.63	173.71	23.92	12.1%	1.56	0.8%	98%	False	False	107,026,290

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	199.69
2.618	198.84
1.618	198.32
1.000	198.00
0.618	197.80
HIGH	197.48
0.618	197.28
0.500	197.22
0.382	197.16
LOW	196.96
0.618	196.64
1.000	196.44
1.618	196.12
2.618	195.60
4.250	194.75

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	197.23	197.01
PP	197.22	196.80
S1	197.22	196.58

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