SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 163.83 164.44 0.61 0.4% 167.04
High 164.46 165.10 0.64 0.4% 167.78
Low 162.66 162.73 0.07 0.0% 163.13
Close 164.35 163.56 -0.79 -0.5% 163.45
Range 1.80 2.37 0.57 31.7% 4.65
ATR 1.77 1.81 0.04 2.4% 0.00
Volume 168,390,594 157,631,297 -10,759,297 -6.4% 588,686,586
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 170.91 169.60 164.86
R3 168.54 167.23 164.21
R2 166.17 166.17 163.99
R1 164.86 164.86 163.78 164.33
PP 163.80 163.80 163.80 163.53
S1 162.49 162.49 163.34 161.96
S2 161.43 161.43 163.13
S3 159.06 160.12 162.91
S4 156.69 157.75 162.26
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
5 166.59 162.66 3.93 2.4% 2.04 1.2% 23% False False 154,205,776
10 169.07 162.66 6.41 3.9% 2.07 1.3% 14% False False 161,718,236
20 169.07 161.67 7.40 4.5% 1.64 1.0% 26% False False 133,060,733
40 169.07 153.55 15.52 9.5% 1.55 0.9% 64% False False 132,039,468
60 169.07 153.55 15.52 9.5% 1.44 0.9% 64% False False 127,506,769
80 169.07 148.73 20.34 12.4% 1.41 0.9% 73% False False 127,772,729
100 169.07 145.97 23.10 14.1% 1.33 0.8% 76% False False 127,387,213
120 169.07 139.54 29.53 18.1% 1.34 0.8% 81% False False 130,787,542
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 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 175.17
2.618 171.30
1.618 168.93
1.000 167.47
0.618 166.56
HIGH 165.10
0.618 164.19
0.500 163.92
0.382 163.64
LOW 162.73
0.618 161.27
1.000 160.36
1.618 158.90
2.618 156.53
4.250 152.66
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 163.92 164.49
PP 163.80 164.18
S1 163.68 163.87

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

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