SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 159.33 158.68 -0.65 -0.4% 155.78
High 159.41 159.89 0.48 0.3% 159.27
Low 158.10 158.53 0.43 0.3% 154.75
Close 158.28 159.75 1.47 0.9% 158.24
Range 1.31 1.36 0.05 3.8% 4.52
ATR 1.55 1.56 0.00 0.3% 0.00
Volume 138,855,109 96,407,500 -42,447,609 -30.6% 596,453,616
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 163.47 162.97 160.50
R3 162.11 161.61 160.12
R2 160.75 160.75 160.00
R1 160.25 160.25 159.87 160.50
PP 159.39 159.39 159.39 159.52
S1 158.89 158.89 159.63 159.14
S2 158.03 158.03 159.50
S3 156.67 157.53 159.38
S4 155.31 156.17 159.00
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 170.98 169.13 160.73
R3 166.46 164.61 159.48
R2 161.94 161.94 159.07
R1 160.09 160.09 158.65 161.02
PP 157.42 157.42 157.42 157.88
S1 155.57 155.57 157.83 156.50
S2 152.90 152.90 157.41
S3 148.38 151.05 157.00
S4 143.86 146.53 155.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.89 157.73 2.16 1.4% 1.18 0.7% 94% True False 107,147,264
10 159.89 154.12 5.77 3.6% 1.28 0.8% 98% True False 118,596,003
20 159.89 153.55 6.34 4.0% 1.49 0.9% 98% True False 132,775,632
40 159.89 153.55 6.34 4.0% 1.31 0.8% 98% True False 124,692,404
60 159.89 148.73 11.16 7.0% 1.33 0.8% 99% True False 127,512,867
80 159.89 144.98 14.91 9.3% 1.24 0.8% 99% True False 125,980,412
100 159.89 139.54 20.35 12.7% 1.26 0.8% 99% True False 130,297,731
120 159.89 134.70 25.19 15.8% 1.31 0.8% 99% True False 132,140,761
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 165.67
2.618 163.45
1.618 162.09
1.000 161.25
0.618 160.73
HIGH 159.89
0.618 159.37
0.500 159.21
0.382 159.05
LOW 158.53
0.618 157.69
1.000 157.17
1.618 156.33
2.618 154.97
4.250 152.75
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 159.57 159.50
PP 159.39 159.25
S1 159.21 159.00

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

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