SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 196.47 196.80 0.33 0.2% 193.97
High 196.65 197.45 0.80 0.4% 196.65
Low 194.31 196.69 2.38 1.2% 192.94
Close 195.72 197.36 1.64 0.8% 195.72
Range 2.34 0.76 -1.58 -67.5% 3.71
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 139,950,594 75,424,305 -64,526,289 -46.1% 414,543,095
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 199.45 199.16 197.78
R3 198.69 198.40 197.57
R2 197.93 197.93 197.50
R1 197.64 197.64 197.43 197.79
PP 197.17 197.17 197.17 197.24
S1 196.88 196.88 197.29 197.03
S2 196.41 196.41 197.22
S3 195.65 196.12 197.15
S4 194.89 195.36 196.94
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
5 197.45 192.94 4.51 2.3% 1.24 0.6% 98% True False 83,084,759
10 197.45 190.55 6.90 3.5% 1.62 0.8% 99% True False 99,022,371
20 199.06 190.55 8.51 4.3% 1.56 0.8% 80% False False 98,763,321
40 199.06 190.55 8.51 4.3% 1.39 0.7% 80% False False 91,014,813
60 199.06 189.59 9.47 4.8% 1.25 0.6% 82% False False 86,327,217
80 199.06 184.96 14.10 7.1% 1.31 0.7% 88% False False 88,016,431
100 199.06 181.31 17.75 9.0% 1.41 0.7% 90% False False 93,098,766
120 199.06 181.31 17.75 9.0% 1.47 0.7% 90% False False 98,060,490
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 200.68
2.618 199.44
1.618 198.68
1.000 198.21
0.618 197.92
HIGH 197.45
0.618 197.16
0.500 197.07
0.382 196.98
LOW 196.69
0.618 196.22
1.000 195.93
1.618 195.46
2.618 194.70
4.250 193.46
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 197.26 196.87
PP 197.17 196.37
S1 197.07 195.88

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

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