SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 200.33 200.43 0.10 0.0% 196.80
High 200.82 200.57 -0.25 -0.1% 199.76
Low 200.28 199.94 -0.34 -0.2% 196.69
Close 200.33 200.25 -0.08 0.0% 199.19
Range 0.54 0.63 0.09 16.7% 3.07
ATR 1.47 1.41 -0.06 -4.1% 0.00
Volume 47,298,301 47,873,699 575,398 1.2% 351,218,301
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 202.14 201.83 200.60
R3 201.51 201.20 200.42
R2 200.88 200.88 200.37
R1 200.57 200.57 200.31 200.41
PP 200.25 200.25 200.25 200.18
S1 199.94 199.94 200.19 199.78
S2 199.62 199.62 200.13
S3 198.99 199.31 200.08
S4 198.36 198.68 199.90
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 207.76 206.54 200.88
R3 204.69 203.47 200.03
R2 201.62 201.62 199.75
R1 200.40 200.40 199.47 201.01
PP 198.55 198.55 198.55 198.85
S1 197.33 197.33 198.91 197.94
S2 195.48 195.48 198.63
S3 192.41 194.26 198.35
S4 189.34 191.19 197.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 200.82 198.74 2.08 1.0% 0.88 0.4% 73% False False 60,584,979
10 200.82 194.31 6.51 3.3% 1.05 0.5% 91% False False 70,756,669
20 200.82 190.55 10.27 5.1% 1.50 0.8% 94% False False 94,456,269
40 200.82 190.55 10.27 5.1% 1.33 0.7% 94% False False 87,726,090
60 200.82 190.55 10.27 5.1% 1.27 0.6% 94% False False 85,752,840
80 200.82 186.01 14.81 7.4% 1.26 0.6% 96% False False 84,850,071
100 200.82 181.31 19.51 9.7% 1.36 0.7% 97% False False 89,861,456
120 200.82 181.31 19.51 9.7% 1.45 0.7% 97% False False 94,452,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 203.25
2.618 202.22
1.618 201.59
1.000 201.20
0.618 200.96
HIGH 200.57
0.618 200.33
0.500 200.26
0.382 200.18
LOW 199.94
0.618 199.55
1.000 199.31
1.618 198.92
2.618 198.29
4.250 197.26
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 200.26 200.16
PP 200.25 200.07
S1 200.25 199.99

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

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