SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 197.35 196.35 -1.00 -0.5% 197.61
High 198.10 197.91 -0.19 -0.1% 198.26
Low 195.43 196.24 0.81 0.4% 195.43
Close 195.71 197.71 2.00 1.0% 197.71
Range 2.67 1.67 -1.00 -37.5% 2.83
ATR 1.37 1.43 0.06 4.4% 0.00
Volume 145,428,313 124,330,406 -21,097,907 -14.5% 519,836,015
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 202.30 201.67 198.63
R3 200.63 200.00 198.17
R2 198.96 198.96 198.02
R1 198.33 198.33 197.86 198.65
PP 197.29 197.29 197.29 197.44
S1 196.66 196.66 197.56 196.98
S2 195.62 195.62 197.40
S3 193.95 194.99 197.25
S4 192.28 193.32 196.79
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 205.62 204.50 199.27
R3 202.79 201.67 198.49
R2 199.96 199.96 198.23
R1 198.84 198.84 197.97 199.40
PP 197.13 197.13 197.13 197.42
S1 196.01 196.01 197.45 196.57
S2 194.30 194.30 197.19
S3 191.47 193.18 196.93
S4 188.64 190.35 196.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 198.26 195.43 2.83 1.4% 1.47 0.7% 81% False False 103,967,203
10 198.26 195.06 3.20 1.6% 1.33 0.7% 83% False False 92,595,101
20 198.29 194.13 4.16 2.1% 1.18 0.6% 86% False False 84,916,080
40 198.29 188.86 9.43 4.8% 1.10 0.6% 94% False False 79,958,107
60 198.29 184.96 13.33 6.7% 1.24 0.6% 96% False False 84,777,106
80 198.29 181.31 16.98 8.6% 1.39 0.7% 97% False False 92,335,768
100 198.29 181.31 16.98 8.6% 1.46 0.7% 97% False False 98,230,779
120 198.29 173.71 24.58 12.4% 1.52 0.8% 98% False False 104,287,807
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 205.01
2.618 202.28
1.618 200.61
1.000 199.58
0.618 198.94
HIGH 197.91
0.618 197.27
0.500 197.08
0.382 196.88
LOW 196.24
0.618 195.21
1.000 194.57
1.618 193.54
2.618 191.87
4.250 189.14
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 197.50 197.42
PP 197.29 197.13
S1 197.08 196.85

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

View Archives - Comment on this page... - Back to Index of Symbols