SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 198.55 197.58 -0.97 -0.5% 188.13
High 199.12 199.95 0.83 0.4% 196.49
Low 196.80 197.40 0.60 0.3% 188.07
Close 198.11 199.38 1.27 0.6% 196.43
Range 2.32 2.55 0.23 9.9% 8.42
ATR 2.71 2.70 -0.01 -0.4% 0.00
Volume 142,557,406 113,329,898 -29,227,508 -20.5% 709,652,992
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 206.56 205.52 200.78
R3 204.01 202.97 200.08
R2 201.46 201.46 199.85
R1 200.42 200.42 199.61 200.94
PP 198.91 198.91 198.91 199.17
S1 197.87 197.87 199.15 198.39
S2 196.36 196.36 198.91
S3 193.81 195.32 198.68
S4 191.26 192.77 197.98
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
5 199.95 194.49 5.46 2.7% 2.00 1.0% 90% True False 112,700,801
10 199.95 187.62 12.33 6.2% 2.15 1.1% 95% True False 136,985,469
20 199.95 181.92 18.03 9.0% 2.83 1.4% 97% True False 173,054,055
40 201.90 181.92 19.98 10.0% 2.30 1.2% 87% False False 142,190,487
60 201.90 181.92 19.98 10.0% 1.95 1.0% 87% False False 120,075,270
80 201.90 181.92 19.98 10.0% 1.84 0.9% 87% False False 114,847,236
100 201.90 181.92 19.98 10.0% 1.69 0.8% 87% False False 108,235,743
120 201.90 181.92 19.98 10.0% 1.59 0.8% 87% False False 102,989,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 210.79
2.618 206.63
1.618 204.08
1.000 202.50
0.618 201.53
HIGH 199.95
0.618 198.98
0.500 198.68
0.382 198.37
LOW 197.40
0.618 195.82
1.000 194.85
1.618 193.27
2.618 190.72
4.250 186.56
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 199.15 199.03
PP 198.91 198.69
S1 198.68 198.34

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

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