SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	209.40	209.66	0.26	0.1%	204.77
High	210.32	210.22	-0.10	0.0%	209.84
Low	209.10	209.34	0.24	0.1%	204.14
Close	210.11	210.13	0.02	0.0%	209.78
Range	1.22	0.88	-0.34	-27.9%	5.70
ATR	2.43	2.32	-0.11	-4.6%	0.00
Volume	76,968,203	80,652,898	3,684,695	4.8%	465,687,077

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.54	212.21	210.61
R3	211.66	211.33	210.37
R2	210.78	210.78	210.29
R1	210.45	210.45	210.21	210.62
PP	209.90	209.90	209.90	209.98
S1	209.57	209.57	210.05	209.74
S2	209.02	209.02	209.97
S3	208.14	208.69	209.89
S4	207.26	207.81	209.65

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	225.02	223.10	212.92
R3	219.32	217.40	211.35
R2	213.62	213.62	210.83
R1	211.70	211.70	210.30	212.66
PP	207.92	207.92	207.92	208.40
S1	206.00	206.00	209.26	206.96
S2	202.22	202.22	208.74
S3	196.52	200.30	208.21
S4	190.82	194.60	206.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.32	205.83	4.49	2.1%	1.36	0.6%	96%	False	False	87,985,018
10	210.32	203.51	6.81	3.2%	1.65	0.8%	97%	False	False	98,123,999
20	210.32	197.86	12.46	5.9%	2.30	1.1%	98%	False	False	122,462,930
40	210.32	197.86	12.46	5.9%	2.27	1.1%	98%	False	False	133,786,110
60	212.97	197.86	15.11	7.2%	2.31	1.1%	81%	False	False	132,947,508
80	212.97	194.26	18.71	8.9%	2.08	1.0%	85%	False	False	124,165,136
100	212.97	181.92	31.05	14.8%	2.25	1.1%	91%	False	False	134,911,871
120	212.97	181.92	31.05	14.8%	2.11	1.0%	91%	False	False	127,413,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	213.96
2.618	212.52
1.618	211.64
1.000	211.10
0.618	210.76
HIGH	210.22
0.618	209.88
0.500	209.78
0.382	209.68
LOW	209.34
0.618	208.80
1.000	208.46
1.618	207.92
2.618	207.04
4.250	205.60

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	210.01	209.93
PP	209.90	209.74
S1	209.78	209.54

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