SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	199.59	200.45	0.86	0.4%	200.14
High	200.27	200.73	0.46	0.2%	200.82
Low	199.39	199.82	0.43	0.2%	199.15
Close	200.14	200.71	0.57	0.3%	200.71
Range	0.88	0.91	0.03	3.4%	1.67
ATR	1.37	1.34	-0.03	-2.4%	0.00
Volume	58,330,301	65,906,500	7,576,199	13.0%	283,263,801

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.15	202.84	201.21
R3	202.24	201.93	200.96
R2	201.33	201.33	200.88
R1	201.02	201.02	200.79	201.18
PP	200.42	200.42	200.42	200.50
S1	200.11	200.11	200.63	200.27
S2	199.51	199.51	200.54
S3	198.60	199.20	200.46
S4	197.69	198.29	200.21

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.24	204.64	201.63
R3	203.57	202.97	201.17
R2	201.90	201.90	201.02
R1	201.30	201.30	200.86	201.60
PP	200.23	200.23	200.23	200.38
S1	199.63	199.63	200.56	199.93
S2	198.56	198.56	200.40
S3	196.89	197.96	200.25
S4	195.22	196.29	199.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	200.82	199.15	1.67	0.8%	0.88	0.4%	93%	False	False	56,652,760
10	200.82	196.69	4.13	2.1%	0.91	0.5%	97%	False	False	63,448,210
20	200.82	190.55	10.27	5.1%	1.34	0.7%	99%	False	False	82,031,100
40	200.82	190.55	10.27	5.1%	1.35	0.7%	99%	False	False	88,196,670
60	200.82	190.55	10.27	5.1%	1.25	0.6%	99%	False	False	85,362,923
80	200.82	186.48	14.34	7.1%	1.24	0.6%	99%	False	False	84,003,599
100	200.82	181.31	19.51	9.7%	1.34	0.7%	99%	False	False	88,569,199
120	200.82	181.31	19.51	9.7%	1.44	0.7%	99%	False	False	94,037,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	204.60
2.618	203.11
1.618	202.20
1.000	201.64
0.618	201.29
HIGH	200.73
0.618	200.38
0.500	200.28
0.382	200.17
LOW	199.82
0.618	199.26
1.000	198.91
1.618	198.35
2.618	197.44
4.250	195.95

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	200.57	200.49
PP	200.42	200.28
S1	200.28	200.06

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