SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 194.62 195.25 0.63 0.3% 188.13
High 196.20 196.49 0.29 0.1% 196.49
Low 194.26 194.49 0.23 0.1% 188.07
Close 194.93 196.43 1.50 0.8% 196.43
Range 1.94 2.00 0.06 3.1% 8.42
ATR 2.95 2.88 -0.07 -2.3% 0.00
Volume 154,944,094 117,927,195 -37,016,899 -23.9% 709,652,992
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 201.80 201.12 197.53
R3 199.80 199.12 196.98
R2 197.80 197.80 196.80
R1 197.12 197.12 196.61 197.46
PP 195.80 195.80 195.80 195.98
S1 195.12 195.12 196.25 195.46
S2 193.80 193.80 196.06
S3 191.80 193.12 195.88
S4 189.80 191.12 195.33
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 218.92 216.10 201.06
R3 210.50 207.68 198.75
R2 202.08 202.08 197.97
R1 199.26 199.26 197.20 200.67
PP 193.66 193.66 193.66 194.37
S1 190.84 190.84 195.66 192.25
S2 185.24 185.24 194.89
S3 176.82 182.42 194.11
S4 168.40 174.00 191.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 196.49 188.07 8.42 4.3% 2.27 1.2% 99% True False 141,930,598
10 196.49 181.92 14.57 7.4% 3.06 1.6% 100% True False 202,216,910
20 198.30 181.92 16.38 8.3% 2.89 1.5% 89% False False 178,850,039
40 201.90 181.92 19.98 10.2% 2.23 1.1% 73% False False 138,076,824
60 201.90 181.92 19.98 10.2% 1.96 1.0% 73% False False 121,450,821
80 201.90 181.92 19.98 10.2% 1.79 0.9% 73% False False 112,974,651
100 201.90 181.92 19.98 10.2% 1.65 0.8% 73% False False 106,710,444
120 201.90 181.92 19.98 10.2% 1.58 0.8% 73% False False 102,366,290
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 204.99
2.618 201.73
1.618 199.73
1.000 198.49
0.618 197.73
HIGH 196.49
0.618 195.73
0.500 195.49
0.382 195.25
LOW 194.49
0.618 193.25
1.000 192.49
1.618 191.25
2.618 189.25
4.250 185.99
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 196.12 195.80
PP 195.80 195.18
S1 195.49 194.55

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

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