SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 201.52 200.35 -1.17 -0.6% 199.16
High 201.90 200.38 -1.52 -0.8% 201.90
Low 200.29 198.73 -1.56 -0.8% 198.38
Close 200.70 199.15 -1.55 -0.8% 200.70
Range 1.61 1.65 0.04 2.5% 3.52
ATR 1.46 1.50 0.04 2.5% 0.00
Volume 121,649,102 125,552,703 3,903,601 3.2% 560,507,305
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 204.37 203.41 200.06
R3 202.72 201.76 199.60
R2 201.07 201.07 199.45
R1 200.11 200.11 199.30 199.77
PP 199.42 199.42 199.42 199.25
S1 198.46 198.46 199.00 198.12
S2 197.77 197.77 198.85
S3 196.12 196.81 198.70
S4 194.47 195.16 198.24
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 210.89 209.31 202.64
R3 207.37 205.79 201.67
R2 203.85 203.85 201.35
R1 202.27 202.27 201.02 203.06
PP 200.33 200.33 200.33 200.72
S1 198.75 198.75 200.38 199.54
S2 196.81 196.81 200.05
S3 193.29 195.23 199.73
S4 189.77 191.71 198.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 201.90 198.50 3.40 1.7% 1.66 0.8% 19% False False 121,931,722
10 201.90 198.38 3.52 1.8% 1.51 0.8% 22% False False 102,620,380
20 201.90 198.38 3.52 1.8% 1.34 0.7% 22% False False 84,545,694
40 201.90 190.55 11.35 5.7% 1.47 0.7% 76% False False 91,873,992
60 201.90 190.55 11.35 5.7% 1.34 0.7% 76% False False 87,889,307
80 201.90 190.55 11.35 5.7% 1.28 0.6% 76% False False 86,038,441
100 201.90 186.01 15.89 8.0% 1.29 0.6% 83% False False 85,869,160
120 201.90 181.31 20.59 10.3% 1.38 0.7% 87% False False 90,363,519
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 207.39
2.618 204.70
1.618 203.05
1.000 202.03
0.618 201.40
HIGH 200.38
0.618 199.75
0.500 199.56
0.382 199.36
LOW 198.73
0.618 197.71
1.000 197.08
1.618 196.06
2.618 194.41
4.250 191.72
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 199.56 200.32
PP 199.42 199.93
S1 199.29 199.54

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

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