SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	197.09	198.01	0.92	0.5%	197.61
High	197.50	198.56	1.06	0.5%	198.26
Low	196.43	197.87	1.44	0.7%	195.43
Close	197.34	198.20	0.86	0.4%	197.71
Range	1.07	0.69	-0.38	-35.5%	2.83
ATR	1.42	1.40	-0.01	-1.0%	0.00
Volume	67,591,602	67,677,602	86,000	0.1%	519,836,015

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.28	199.93	198.58
R3	199.59	199.24	198.39
R2	198.90	198.90	198.33
R1	198.55	198.55	198.26	198.73
PP	198.21	198.21	198.21	198.30
S1	197.86	197.86	198.14	198.04
S2	197.52	197.52	198.07
S3	196.83	197.17	198.01
S4	196.14	196.48	197.82

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	198.56	195.43	3.13	1.6%	1.39	0.7%	88%	True	False	97,020,225
10	198.56	195.06	3.50	1.8%	1.29	0.6%	90%	True	False	89,138,132
20	198.56	194.13	4.43	2.2%	1.22	0.6%	92%	True	False	83,119,615
40	198.56	190.95	7.61	3.8%	1.10	0.6%	95%	True	False	80,297,205
60	198.56	184.96	13.60	6.9%	1.22	0.6%	97%	True	False	83,889,093
80	198.56	181.31	17.25	8.7%	1.37	0.7%	98%	True	False	90,748,813
100	198.56	181.31	17.25	8.7%	1.45	0.7%	98%	True	False	97,657,892
120	198.56	173.71	24.85	12.5%	1.51	0.8%	99%	True	False	102,689,548

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	0.31
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	201.49
2.618	200.37
1.618	199.68
1.000	199.25
0.618	198.99
HIGH	198.56
0.618	198.30
0.500	198.22
0.382	198.13
LOW	197.87
0.618	197.44
1.000	197.18
1.618	196.75
2.618	196.06
4.250	194.94

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	198.22	197.93
PP	198.21	197.67
S1	198.21	197.40

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