SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 200.35 198.43 -1.92 -1.0% 199.16
High 200.38 199.26 -1.12 -0.6% 201.90
Low 198.73 197.95 -0.78 -0.4% 198.38
Close 199.15 198.01 -1.14 -0.6% 200.70
Range 1.65 1.31 -0.34 -20.6% 3.52
ATR 1.50 1.49 -0.01 -0.9% 0.00
Volume 125,552,703 111,393,297 -14,159,406 -11.3% 560,507,305
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 202.34 201.48 198.73
R3 201.03 200.17 198.37
R2 199.72 199.72 198.25
R1 198.86 198.86 198.13 198.64
PP 198.41 198.41 198.41 198.29
S1 197.55 197.55 197.89 197.33
S2 197.10 197.10 197.77
S3 195.79 196.24 197.65
S4 194.48 194.93 197.29
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
5 201.90 197.95 3.95 2.0% 1.45 0.7% 2% False True 120,970,240
10 201.90 197.95 3.95 2.0% 1.47 0.7% 2% False True 104,900,630
20 201.90 197.95 3.95 2.0% 1.33 0.7% 2% False True 86,922,609
40 201.90 190.55 11.35 5.7% 1.47 0.7% 66% False False 92,927,357
60 201.90 190.55 11.35 5.7% 1.35 0.7% 66% False False 88,554,968
80 201.90 190.55 11.35 5.7% 1.29 0.7% 66% False False 86,476,912
100 201.90 186.01 15.89 8.0% 1.30 0.7% 76% False False 86,052,902
120 201.90 181.31 20.59 10.4% 1.39 0.7% 81% False False 90,635,348
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 204.83
2.618 202.69
1.618 201.38
1.000 200.57
0.618 200.07
HIGH 199.26
0.618 198.76
0.500 198.61
0.382 198.45
LOW 197.95
0.618 197.14
1.000 196.64
1.618 195.83
2.618 194.52
4.250 192.38
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 198.61 199.93
PP 198.41 199.29
S1 198.21 198.65

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

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