SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 159.64 157.41 -2.23 -1.4% 164.29
High 159.76 158.43 -1.33 -0.8% 165.99
Low 157.47 155.73 -1.74 -1.1% 157.47
Close 159.07 157.06 -2.01 -1.3% 159.07
Range 2.29 2.70 0.41 17.9% 8.52
ATR 2.20 2.28 0.08 3.7% 0.00
Volume 271,931,906 222,334,703 -49,597,203 -18.2% 1,050,328,133
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 165.17 163.82 158.55
R3 162.47 161.12 157.80
R2 159.77 159.77 157.56
R1 158.42 158.42 157.31 157.75
PP 157.07 157.07 157.07 156.74
S1 155.72 155.72 156.81 155.05
S2 154.37 154.37 156.57
S3 151.67 153.02 156.32
S4 148.97 150.32 155.58
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
5 165.99 155.73 10.26 6.5% 2.69 1.7% 13% False True 227,273,467
10 165.99 155.73 10.26 6.5% 2.50 1.6% 13% False True 191,400,993
20 167.78 155.73 12.05 7.7% 2.24 1.4% 11% False True 176,734,310
40 169.07 155.73 13.34 8.5% 1.83 1.2% 10% False True 148,302,388
60 169.07 153.55 15.52 9.9% 1.72 1.1% 23% False False 143,908,994
80 169.07 150.41 18.66 11.9% 1.57 1.0% 36% False False 137,071,873
100 169.07 148.73 20.34 13.0% 1.53 1.0% 41% False False 136,561,832
120 169.07 144.73 24.34 15.5% 1.43 0.9% 51% False False 134,452,919
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.91
2.618 165.50
1.618 162.80
1.000 161.13
0.618 160.10
HIGH 158.43
0.618 157.40
0.500 157.08
0.382 156.76
LOW 155.73
0.618 154.06
1.000 153.03
1.618 151.36
2.618 148.66
4.250 144.26
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 157.08 159.60
PP 157.07 158.75
S1 157.07 157.91

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

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