SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 165.37 163.83 -1.54 -0.9% 167.04
High 166.31 164.46 -1.85 -1.1% 167.78
Low 163.13 162.66 -0.47 -0.3% 163.13
Close 163.45 164.35 0.90 0.6% 163.45
Range 3.18 1.80 -1.38 -43.4% 4.65
ATR 1.76 1.77 0.00 0.1% 0.00
Volume 176,850,000 168,390,594 -8,459,406 -4.8% 588,686,586
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 169.22 168.59 165.34
R3 167.42 166.79 164.85
R2 165.62 165.62 164.68
R1 164.99 164.99 164.52 165.31
PP 163.82 163.82 163.82 163.98
S1 163.19 163.19 164.19 163.51
S2 162.02 162.02 164.02
S3 160.22 161.39 163.86
S4 158.42 159.59 163.36
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 178.74 175.74 166.01
R3 174.09 171.09 164.73
R2 169.44 169.44 164.30
R1 166.44 166.44 163.88 165.62
PP 164.79 164.79 164.79 164.37
S1 161.79 161.79 163.02 160.97
S2 160.14 160.14 162.60
S3 155.49 157.14 162.17
S4 150.84 152.49 160.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.78 162.66 5.12 3.1% 1.96 1.2% 33% False True 151,415,436
10 169.07 162.66 6.41 3.9% 1.93 1.2% 26% False True 154,462,217
20 169.07 161.42 7.65 4.7% 1.55 0.9% 38% False False 128,523,273
40 169.07 153.55 15.52 9.4% 1.53 0.9% 70% False False 130,262,963
60 169.07 153.55 15.52 9.4% 1.42 0.9% 70% False False 126,937,707
80 169.07 148.73 20.34 12.4% 1.40 0.9% 77% False False 127,833,461
100 169.07 145.64 23.43 14.3% 1.32 0.8% 80% False False 126,718,355
120 169.07 139.54 29.53 18.0% 1.32 0.8% 84% False False 130,297,620
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.11
2.618 169.17
1.618 167.37
1.000 166.26
0.618 165.57
HIGH 164.46
0.618 163.77
0.500 163.56
0.382 163.35
LOW 162.66
0.618 161.55
1.000 160.86
1.618 159.75
2.618 157.95
4.250 155.01
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 164.09 164.63
PP 163.82 164.53
S1 163.56 164.44

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

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