SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	200.97	201.38	0.41	0.2%	200.14
High	201.00	201.41	0.41	0.2%	200.82
Low	199.86	200.22	0.36	0.2%	199.15
Close	200.61	200.50	-0.11	-0.1%	200.71
Range	1.14	1.19	0.05	4.4%	1.67
ATR	1.32	1.31	-0.01	-0.7%	0.00
Volume	72,425,695	57,461,699	-14,963,996	-20.7%	283,263,801

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.28	203.58	201.15
R3	203.09	202.39	200.83
R2	201.90	201.90	200.72
R1	201.20	201.20	200.61	200.96
PP	200.71	200.71	200.71	200.59
S1	200.01	200.01	200.39	199.77
S2	199.52	199.52	200.28
S3	198.33	198.82	200.17
S4	197.14	197.63	199.85

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	201.41	199.39	2.02	1.0%	0.95	0.5%	55%	True	False	60,399,578
10	201.41	198.08	3.33	1.7%	0.96	0.5%	73%	True	False	62,981,049
20	201.41	190.55	10.86	5.4%	1.23	0.6%	92%	True	False	76,323,930
40	201.41	190.55	10.86	5.4%	1.35	0.7%	92%	True	False	87,197,883
60	201.41	190.55	10.86	5.4%	1.26	0.6%	92%	True	False	85,130,796
80	201.41	186.48	14.93	7.4%	1.23	0.6%	94%	True	False	83,410,991
100	201.41	181.31	20.10	10.0%	1.30	0.6%	95%	True	False	87,135,944
120	201.41	181.31	20.10	10.0%	1.42	0.7%	95%	True	False	92,954,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	206.47
2.618	204.53
1.618	203.34
1.000	202.60
0.618	202.15
HIGH	201.41
0.618	200.96
0.500	200.82
0.382	200.67
LOW	200.22
0.618	199.48
1.000	199.03
1.618	198.29
2.618	197.10
4.250	195.16

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	200.82	200.62
PP	200.71	200.58
S1	200.61	200.54

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