SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 193.61 194.29 0.68 0.4% 192.87
High 194.15 195.06 0.91 0.5% 194.30
Low 192.94 193.96 1.02 0.5% 190.55
Close 193.53 194.84 1.31 0.7% 193.24
Range 1.21 1.10 -0.11 -9.1% 3.75
ATR 1.75 1.74 -0.02 -0.9% 0.00
Volume 73,631,602 69,046,500 -4,585,102 -6.2% 591,596,805
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 197.92 197.48 195.45
R3 196.82 196.38 195.14
R2 195.72 195.72 195.04
R1 195.28 195.28 194.94 195.50
PP 194.62 194.62 194.62 194.73
S1 194.18 194.18 194.74 194.40
S2 193.52 193.52 194.64
S3 192.42 193.08 194.54
S4 191.32 191.98 194.24
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 203.95 202.34 195.30
R3 200.20 198.59 194.27
R2 196.45 196.45 193.93
R1 194.84 194.84 193.58 195.65
PP 192.70 192.70 192.70 193.10
S1 191.09 191.09 192.90 191.90
S2 188.95 188.95 192.55
S3 185.20 187.34 192.21
S4 181.45 183.59 191.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 195.06 190.55 4.51 2.3% 1.65 0.8% 95% True False 93,993,883
10 195.78 190.55 5.23 2.7% 1.96 1.0% 82% False False 118,155,869
20 199.06 190.55 8.51 4.4% 1.64 0.8% 50% False False 101,993,552
40 199.06 190.55 8.51 4.4% 1.37 0.7% 50% False False 91,490,740
60 199.06 187.07 11.99 6.2% 1.25 0.6% 65% False False 86,152,903
80 199.06 184.96 14.10 7.2% 1.31 0.7% 70% False False 87,704,979
100 199.06 181.31 17.75 9.1% 1.44 0.7% 76% False False 93,822,366
120 199.06 181.31 17.75 9.1% 1.48 0.8% 76% False False 98,536,157
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 False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 199.74
2.618 197.94
1.618 196.84
1.000 196.16
0.618 195.74
HIGH 195.06
0.618 194.64
0.500 194.51
0.382 194.38
LOW 193.96
0.618 193.28
1.000 192.86
1.618 192.18
2.618 191.08
4.250 189.29
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 194.73 194.56
PP 194.62 194.28
S1 194.51 194.00

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

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