SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 200.92 200.41 -0.51 -0.3% 200.97
High 201.21 200.55 -0.66 -0.3% 201.58
Low 200.00 198.91 -1.09 -0.5% 199.41
Close 200.59 199.32 -1.27 -0.6% 201.11
Range 1.21 1.64 0.43 35.5% 2.17
ATR 1.38 1.40 0.02 1.6% 0.00
Volume 64,145,699 88,590,797 24,445,098 38.1% 317,300,589
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 204.51 203.56 200.22
R3 202.87 201.92 199.77
R2 201.23 201.23 199.62
R1 200.28 200.28 199.47 199.94
PP 199.59 199.59 199.59 199.42
S1 198.64 198.64 199.17 198.30
S2 197.95 197.95 199.02
S3 196.31 197.00 198.87
S4 194.67 195.36 198.42
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 207.21 206.33 202.30
R3 205.04 204.16 201.71
R2 202.87 202.87 201.51
R1 201.99 201.99 201.31 202.43
PP 200.70 200.70 200.70 200.92
S1 199.82 199.82 200.91 200.26
S2 198.53 198.53 200.71
S3 196.36 197.65 200.51
S4 194.19 195.48 199.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.58 198.91 2.67 1.3% 1.55 0.8% 15% False True 79,522,278
10 201.58 198.91 2.67 1.3% 1.18 0.6% 15% False True 68,944,588
20 201.58 192.94 8.64 4.3% 1.17 0.6% 74% False False 72,225,934
40 201.58 190.55 11.03 5.5% 1.41 0.7% 80% False False 88,328,275
60 201.58 190.55 11.03 5.5% 1.30 0.7% 80% False False 85,562,138
80 201.58 186.72 14.86 7.5% 1.24 0.6% 85% False False 82,903,898
100 201.58 184.96 16.62 8.3% 1.28 0.6% 86% False False 84,918,228
120 201.58 181.31 20.27 10.2% 1.42 0.7% 89% False False 91,370,383
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 207.52
2.618 204.84
1.618 203.20
1.000 202.19
0.618 201.56
HIGH 200.55
0.618 199.92
0.500 199.73
0.382 199.54
LOW 198.91
0.618 197.90
1.000 197.27
1.618 196.26
2.618 194.62
4.250 191.94
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 199.73 200.06
PP 199.59 199.81
S1 199.46 199.57

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

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