SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	202.40	201.50	-0.90	-0.4%	204.41
High	202.72	203.66	0.94	0.5%	205.48
Low	200.17	200.94	0.77	0.4%	198.55
Close	202.06	203.08	1.02	0.5%	201.63
Range	2.55	2.72	0.17	6.7%	6.93
ATR	2.90	2.88	-0.01	-0.4%	0.00
Volume	130,991,000	122,942,594	-8,048,406	-6.1%	940,433,530

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.72	209.62	204.58
R3	208.00	206.90	203.83
R2	205.28	205.28	203.58
R1	204.18	204.18	203.33	204.73
PP	202.56	202.56	202.56	202.84
S1	201.46	201.46	202.83	202.01
S2	199.84	199.84	202.58
S3	197.12	198.74	202.33
S4	194.40	196.02	201.58

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	203.66	198.55	5.11	2.5%	2.84	1.4%	89%	True	False	167,083,603
10	206.42	198.55	7.87	3.9%	2.88	1.4%	58%	False	False	162,549,871
20	208.97	198.55	10.42	5.1%	2.30	1.1%	43%	False	False	139,002,195
40	212.97	197.86	15.11	7.4%	2.34	1.2%	35%	False	False	139,442,354
60	212.97	194.49	18.48	9.1%	2.02	1.0%	46%	False	False	124,199,180
80	212.97	181.92	31.05	15.3%	2.24	1.1%	68%	False	False	137,682,138
100	212.97	181.92	31.05	15.3%	2.09	1.0%	68%	False	False	129,154,268
120	212.97	181.92	31.05	15.3%	1.99	1.0%	68%	False	False	123,371,269

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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	215.22
2.618	210.78
1.618	208.06
1.000	206.38
0.618	205.34
HIGH	203.66
0.618	202.62
0.500	202.30
0.382	201.98
LOW	200.94
0.618	199.26
1.000	198.22
1.618	196.54
2.618	193.82
4.250	189.38

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	202.82	202.42
PP	202.56	201.76
S1	202.30	201.11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols