SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	198.50	198.83	0.33	0.2%	197.61
High	198.85	199.06	0.21	0.1%	198.26
Low	198.10	198.45	0.35	0.2%	195.43
Close	198.64	198.65	0.01	0.0%	197.71
Range	0.75	0.61	-0.14	-18.7%	2.83
ATR	1.36	1.30	-0.05	-3.9%	0.00
Volume	65,611,805	56,888,004	-8,723,801	-13.3%	519,836,015

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.55	200.21	198.99
R3	199.94	199.60	198.82
R2	199.33	199.33	198.76
R1	198.99	198.99	198.71	198.86
PP	198.72	198.72	198.72	198.65
S1	198.38	198.38	198.59	198.25
S2	198.11	198.11	198.54
S3	197.50	197.77	198.48
S4	196.89	197.16	198.31

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	199.06	196.24	2.82	1.4%	0.96	0.5%	85%	True	False	76,419,883
10	199.06	195.43	3.63	1.8%	1.14	0.6%	89%	True	False	84,184,842
20	199.06	194.13	4.93	2.5%	1.11	0.6%	92%	True	False	80,293,665
40	199.06	191.33	7.73	3.9%	1.09	0.6%	95%	True	False	79,891,372
60	199.06	186.01	13.05	6.6%	1.18	0.6%	97%	True	False	82,277,113
80	199.06	181.31	17.75	8.9%	1.34	0.7%	98%	True	False	89,762,731
100	199.06	181.31	17.75	8.9%	1.42	0.7%	98%	True	False	95,696,987
120	199.06	173.71	25.35	12.8%	1.49	0.8%	98%	True	False	101,096,915

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	201.65
2.618	200.66
1.618	200.05
1.000	199.67
0.618	199.44
HIGH	199.06
0.618	198.83
0.500	198.76
0.382	198.68
LOW	198.45
0.618	198.07
1.000	197.84
1.618	197.46
2.618	196.85
4.250	195.86

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	198.76	198.59
PP	198.72	198.53
S1	198.69	198.47

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