SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 195.16 196.47 1.31 0.7% 193.97
High 195.76 196.65 0.89 0.5% 196.65
Low 194.98 194.31 -0.67 -0.3% 192.94
Close 195.76 195.72 -0.04 0.0% 195.72
Range 0.78 2.34 1.56 200.0% 3.71
ATR 1.68 1.73 0.05 2.8% 0.00
Volume 57,370,797 139,950,594 82,579,797 143.9% 414,543,095
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 202.58 201.49 197.01
R3 200.24 199.15 196.36
R2 197.90 197.90 196.15
R1 196.81 196.81 195.93 196.19
PP 195.56 195.56 195.56 195.25
S1 194.47 194.47 195.51 193.85
S2 193.22 193.22 195.29
S3 190.88 192.13 195.08
S4 188.54 189.79 194.43
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 206.23 204.69 197.76
R3 202.52 200.98 196.74
R2 198.81 198.81 196.40
R1 197.27 197.27 196.06 198.04
PP 195.10 195.10 195.10 195.49
S1 193.56 193.56 195.38 194.33
S2 191.39 191.39 195.04
S3 187.68 189.85 194.70
S4 183.97 186.14 193.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.65 192.94 3.71 1.9% 1.28 0.7% 75% True False 82,908,619
10 196.65 190.55 6.10 3.1% 1.77 0.9% 85% True False 100,613,990
20 199.06 190.55 8.51 4.3% 1.58 0.8% 61% False False 98,371,685
40 199.06 190.55 8.51 4.3% 1.38 0.7% 61% False False 91,643,882
60 199.06 188.86 10.20 5.2% 1.26 0.6% 67% False False 86,095,966
80 199.06 184.96 14.10 7.2% 1.32 0.7% 76% False False 88,175,751
100 199.06 181.31 17.75 9.1% 1.43 0.7% 81% False False 93,542,952
120 199.06 181.31 17.75 9.1% 1.48 0.8% 81% False False 98,254,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 206.60
2.618 202.78
1.618 200.44
1.000 198.99
0.618 198.10
HIGH 196.65
0.618 195.76
0.500 195.48
0.382 195.20
LOW 194.31
0.618 192.86
1.000 191.97
1.618 190.52
2.618 188.18
4.250 184.37
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 195.64 195.58
PP 195.56 195.44
S1 195.48 195.31

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

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