SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 161.86 159.64 -2.22 -1.4% 164.29
High 163.47 159.76 -3.71 -2.3% 165.99
Low 158.98 157.47 -1.51 -0.9% 157.47
Close 159.40 159.07 -0.33 -0.2% 159.07
Range 4.49 2.29 -2.20 -49.0% 8.52
ATR 2.19 2.20 0.01 0.3% 0.00
Volume 321,255,813 271,931,906 -49,323,907 -15.4% 1,050,328,133
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 165.64 164.64 160.33
R3 163.35 162.35 159.70
R2 161.06 161.06 159.49
R1 160.06 160.06 159.28 159.42
PP 158.77 158.77 158.77 158.44
S1 157.77 157.77 158.86 157.13
S2 156.48 156.48 158.65
S3 154.19 155.48 158.44
S4 151.90 153.19 157.81
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 186.40 181.26 163.76
R3 177.88 172.74 161.41
R2 169.36 169.36 160.63
R1 164.22 164.22 159.85 162.53
PP 160.84 160.84 160.84 160.00
S1 155.70 155.70 158.29 154.01
S2 152.32 152.32 157.51
S3 143.80 147.18 156.73
S4 135.28 138.66 154.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.99 157.47 8.52 5.4% 2.55 1.6% 19% False True 210,065,626
10 165.99 157.47 8.52 5.4% 2.33 1.5% 19% False True 179,734,222
20 167.78 157.47 10.31 6.5% 2.17 1.4% 16% False True 173,196,265
40 169.07 157.47 11.60 7.3% 1.78 1.1% 14% False True 145,141,955
60 169.07 153.55 15.52 9.8% 1.69 1.1% 36% False False 141,918,960
80 169.07 150.41 18.66 11.7% 1.56 1.0% 46% False False 135,878,512
100 169.07 148.73 20.34 12.8% 1.51 1.0% 51% False False 135,712,961
120 169.07 139.54 29.53 18.6% 1.44 0.9% 66% False False 134,633,064
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 169.49
2.618 165.76
1.618 163.47
1.000 162.05
0.618 161.18
HIGH 159.76
0.618 158.89
0.500 158.62
0.382 158.34
LOW 157.47
0.618 156.05
1.000 155.18
1.618 153.76
2.618 151.47
4.250 147.74
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 158.92 161.68
PP 158.77 160.81
S1 158.62 159.94

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

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