SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 165.31 163.30 -2.01 -1.2% 163.83
High 165.40 164.54 -0.86 -0.5% 165.10
Low 164.37 162.74 -1.63 -1.0% 160.25
Close 164.80 163.10 -1.70 -1.0% 164.80
Range 1.03 1.80 0.77 74.8% 4.85
ATR 1.86 1.87 0.01 0.8% 0.00
Volume 105,667,000 159,505,297 53,838,297 51.0% 926,322,703
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 168.86 167.78 164.09
R3 167.06 165.98 163.60
R2 165.26 165.26 163.43
R1 164.18 164.18 163.27 163.82
PP 163.46 163.46 163.46 163.28
S1 162.38 162.38 162.94 162.02
S2 161.66 161.66 162.77
S3 159.86 160.58 162.61
S4 158.06 158.78 162.11
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 3.2% 1.88 1.2% 55% False False 173,094,621
10 166.59 160.25 6.34 3.9% 1.96 1.2% 45% False False 163,650,199
20 169.07 160.25 8.82 5.4% 1.85 1.1% 32% False False 152,356,259
40 169.07 153.55 15.52 9.5% 1.58 1.0% 62% False False 136,641,437
60 169.07 153.55 15.52 9.5% 1.53 0.9% 62% False False 132,814,919
80 169.07 148.73 20.34 12.5% 1.48 0.9% 71% False False 133,522,920
100 169.07 147.14 21.93 13.4% 1.39 0.9% 73% False False 130,719,529
120 169.07 139.54 29.53 18.1% 1.36 0.8% 80% False False 132,036,464
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172.19
2.618 169.25
1.618 167.45
1.000 166.34
0.618 165.65
HIGH 164.54
0.618 163.85
0.500 163.64
0.382 163.43
LOW 162.74
0.618 161.63
1.000 160.94
1.618 159.83
2.618 158.03
4.250 155.09
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 163.64 164.07
PP 163.46 163.75
S1 163.28 163.42

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

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