SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 204.12 199.65 -4.47 -2.2% 204.17
High 205.48 201.10 -4.38 -2.1% 206.42
Low 200.51 198.57 -1.94 -1.0% 198.86
Close 202.08 200.86 -1.22 -0.6% 204.25
Range 4.97 2.53 -2.44 -49.1% 7.56
ATR 2.83 2.88 0.05 1.7% 0.00
Volume 214,553,109 192,991,109 -21,562,000 -10.0% 809,915,688
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 207.77 206.84 202.25
R3 205.24 204.31 201.56
R2 202.71 202.71 201.32
R1 201.78 201.78 201.09 202.25
PP 200.18 200.18 200.18 200.41
S1 199.25 199.25 200.63 199.72
S2 197.65 197.65 200.40
S3 195.12 196.72 200.16
S4 192.59 194.19 199.47
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 225.86 222.61 208.41
R3 218.30 215.05 206.33
R2 210.74 210.74 205.64
R1 207.49 207.49 204.94 209.12
PP 203.18 203.18 203.18 203.99
S1 199.93 199.93 203.56 201.56
S2 195.62 195.62 202.86
S3 188.06 192.37 202.17
S4 180.50 184.81 200.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 206.42 198.57 7.85 3.9% 3.05 1.5% 29% False True 171,545,021
10 208.19 198.57 9.62 4.8% 2.95 1.5% 24% False True 161,365,550
20 212.97 197.86 15.11 7.5% 2.68 1.3% 20% False False 157,659,549
40 212.97 197.86 15.11 7.5% 2.18 1.1% 20% False False 131,174,739
60 212.97 188.07 24.90 12.4% 1.98 1.0% 51% False False 123,354,161
80 212.97 181.92 31.05 15.5% 2.19 1.1% 61% False False 135,833,322
100 212.97 181.92 31.05 15.5% 2.01 1.0% 61% False False 125,081,342
120 212.97 181.92 31.05 15.5% 1.94 1.0% 61% False False 120,774,249
Crabel Price Patterns
NR True
NR4 True
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 211.85
2.618 207.72
1.618 205.19
1.000 203.63
0.618 202.66
HIGH 201.10
0.618 200.13
0.500 199.84
0.382 199.54
LOW 198.57
0.618 197.01
1.000 196.04
1.618 194.48
2.618 191.95
4.250 187.82
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 200.52 202.03
PP 200.18 201.64
S1 199.84 201.25

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

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