SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 163.85 165.31 1.46 0.9% 163.83
High 164.95 165.40 0.45 0.3% 165.10
Low 163.14 164.37 1.23 0.8% 160.25
Close 164.80 164.80 0.00 0.0% 164.80
Range 1.81 1.03 -0.78 -43.1% 4.85
ATR 1.92 1.86 -0.06 -3.3% 0.00
Volume 188,337,703 105,667,000 -82,670,703 -43.9% 926,322,703
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 167.95 167.40 165.37
R3 166.92 166.37 165.08
R2 165.89 165.89 164.99
R1 165.34 165.34 164.89 165.10
PP 164.86 164.86 164.86 164.74
S1 164.31 164.31 164.71 164.07
S2 163.83 163.83 164.61
S3 162.80 163.28 164.52
S4 161.77 162.25 164.23
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 177.93 176.22 167.47
R3 173.08 171.37 166.13
R2 168.23 168.23 165.69
R1 166.52 166.52 165.24 167.38
PP 163.38 163.38 163.38 163.81
S1 161.67 161.67 164.36 162.53
S2 158.53 158.53 163.91
S3 153.68 156.82 163.47
S4 148.83 151.97 162.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.40 160.25 5.15 3.1% 2.00 1.2% 88% True False 172,719,821
10 167.78 160.25 7.53 4.6% 1.98 1.2% 60% False False 162,067,628
20 169.07 160.25 8.82 5.4% 1.81 1.1% 52% False False 148,473,149
40 169.07 153.55 15.52 9.4% 1.61 1.0% 72% False False 138,085,280
60 169.07 153.55 15.52 9.4% 1.51 0.9% 72% False False 132,466,515
80 169.07 148.73 20.34 12.3% 1.47 0.9% 79% False False 132,539,531
100 169.07 146.61 22.46 13.6% 1.38 0.8% 81% False False 130,172,970
120 169.07 139.54 29.53 17.9% 1.36 0.8% 86% False False 131,905,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.56
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 169.78
2.618 168.10
1.618 167.07
1.000 166.43
0.618 166.04
HIGH 165.40
0.618 165.01
0.500 164.89
0.382 164.76
LOW 164.37
0.618 163.73
1.000 163.34
1.618 162.70
2.618 161.67
4.250 159.99
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 164.89 164.14
PP 164.86 163.48
S1 164.83 162.83

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

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