SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 198.61 200.77 2.16 1.1% 200.92
High 200.84 201.68 0.84 0.4% 201.21
Low 198.50 199.75 1.25 0.6% 198.56
Close 200.48 200.75 0.27 0.1% 199.13
Range 2.34 1.93 -0.41 -17.5% 2.65
ATR 1.45 1.48 0.03 2.4% 0.00
Volume 116,200,703 151,265,797 35,065,094 30.2% 404,289,496
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 206.52 205.56 201.81
R3 204.59 203.63 201.28
R2 202.66 202.66 201.10
R1 201.70 201.70 200.93 201.22
PP 200.73 200.73 200.73 200.48
S1 199.77 199.77 200.57 199.29
S2 198.80 198.80 200.40
S3 196.87 197.84 200.22
S4 194.94 195.91 199.69
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 207.58 206.01 200.59
R3 204.93 203.36 199.86
R2 202.28 202.28 199.62
R1 200.71 200.71 199.37 200.17
PP 199.63 199.63 199.63 199.37
S1 198.06 198.06 198.89 197.52
S2 196.98 196.98 198.64
S3 194.33 195.41 198.40
S4 191.68 192.76 197.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.68 198.38 3.30 1.6% 1.60 0.8% 72% True False 105,633,959
10 201.68 198.38 3.30 1.6% 1.60 0.8% 72% True False 93,557,058
20 201.68 198.08 3.60 1.8% 1.28 0.6% 74% True False 78,269,054
40 201.68 190.55 11.13 5.5% 1.43 0.7% 92% True False 88,302,614
60 201.68 190.55 11.13 5.5% 1.36 0.7% 92% True False 86,574,948
80 201.68 190.55 11.13 5.5% 1.26 0.6% 92% True False 84,299,910
100 201.68 184.96 16.72 8.3% 1.30 0.6% 94% True False 85,654,502
120 201.68 181.31 20.37 10.1% 1.39 0.7% 95% True False 89,933,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 209.88
2.618 206.73
1.618 204.80
1.000 203.61
0.618 202.87
HIGH 201.68
0.618 200.94
0.500 200.72
0.382 200.49
LOW 199.75
0.618 198.56
1.000 197.82
1.618 196.63
2.618 194.70
4.250 191.55
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 200.74 200.51
PP 200.73 200.27
S1 200.72 200.03

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

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