SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 195.73 196.82 1.09 0.6% 188.13
High 196.45 198.42 1.97 1.0% 196.49
Low 195.03 196.73 1.70 0.9% 188.07
Close 196.16 198.41 2.25 1.1% 196.43
Range 1.42 1.69 0.27 19.0% 8.42
ATR 2.78 2.74 -0.04 -1.3% 0.00
Volume 82,953,602 106,735,906 23,782,304 28.7% 709,652,992
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 202.92 202.36 199.34
R3 201.23 200.67 198.87
R2 199.54 199.54 198.72
R1 198.98 198.98 198.56 199.26
PP 197.85 197.85 197.85 198.00
S1 197.29 197.29 198.26 197.57
S2 196.16 196.16 198.10
S3 194.47 195.60 197.95
S4 192.78 193.91 197.48
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
5 198.42 192.61 5.81 2.9% 1.87 0.9% 100% True False 122,876,659
10 198.42 181.92 16.50 8.3% 2.70 1.4% 100% True False 176,507,339
20 198.42 181.92 16.50 8.3% 2.87 1.4% 100% True False 177,013,834
40 201.90 181.92 19.98 10.1% 2.26 1.1% 83% False False 139,360,757
60 201.90 181.92 19.98 10.1% 1.93 1.0% 83% False False 119,935,625
80 201.90 181.92 19.98 10.1% 1.81 0.9% 83% False False 113,912,830
100 201.90 181.92 19.98 10.1% 1.66 0.8% 83% False False 106,899,352
120 201.90 181.92 19.98 10.1% 1.57 0.8% 83% False False 102,279,386
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 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 205.60
2.618 202.84
1.618 201.15
1.000 200.11
0.618 199.46
HIGH 198.42
0.618 197.77
0.500 197.58
0.382 197.38
LOW 196.73
0.618 195.69
1.000 195.04
1.618 194.00
2.618 192.31
4.250 189.55
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 198.13 197.76
PP 197.85 197.11
S1 197.58 196.46

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

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