SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 198.77 202.40 3.63 1.8% 204.41
High 201.82 202.72 0.90 0.4% 205.48
Low 198.55 200.17 1.62 0.8% 198.55
Close 201.63 202.06 0.43 0.2% 201.63
Range 3.27 2.55 -0.72 -22.0% 6.93
ATR 2.92 2.90 -0.03 -0.9% 0.00
Volume 211,879,609 130,991,000 -80,888,609 -38.2% 940,433,530
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 209.30 208.23 203.46
R3 206.75 205.68 202.76
R2 204.20 204.20 202.53
R1 203.13 203.13 202.29 202.39
PP 201.65 201.65 201.65 201.28
S1 200.58 200.58 201.83 199.84
S2 199.10 199.10 201.59
S3 196.55 198.03 201.36
S4 194.00 195.48 200.66
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 222.68 219.08 205.44
R3 215.75 212.15 203.54
R2 208.82 208.82 202.90
R1 205.22 205.22 202.27 203.56
PP 201.89 201.89 201.89 201.05
S1 198.29 198.29 200.99 196.63
S2 194.96 194.96 200.36
S3 188.03 191.36 199.72
S4 181.10 184.43 197.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.48 198.55 6.93 3.4% 3.29 1.6% 51% False False 185,405,706
10 206.42 198.55 7.87 3.9% 2.99 1.5% 45% False False 171,170,751
20 208.97 198.55 10.42 5.2% 2.25 1.1% 34% False False 145,109,289
40 212.97 197.86 15.11 7.5% 2.31 1.1% 28% False False 138,189,797
60 212.97 194.26 18.71 9.3% 2.01 1.0% 42% False False 124,732,538
80 212.97 181.92 31.05 15.4% 2.24 1.1% 65% False False 138,024,106
100 212.97 181.92 31.05 15.4% 2.07 1.0% 65% False False 128,403,579
120 212.97 181.92 31.05 15.4% 1.99 1.0% 65% False False 123,215,267
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 213.56
2.618 209.40
1.618 206.85
1.000 205.27
0.618 204.30
HIGH 202.72
0.618 201.75
0.500 201.45
0.382 201.14
LOW 200.17
0.618 198.59
1.000 197.62
1.618 196.04
2.618 193.49
4.250 189.33
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 201.86 201.59
PP 201.65 201.11
S1 201.45 200.64

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

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