SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 158.48 159.87 1.39 0.9% 164.29
High 160.10 160.50 0.40 0.2% 165.99
Low 157.42 159.25 1.83 1.2% 157.47
Close 158.58 160.14 1.56 1.0% 159.07
Range 2.68 1.25 -1.43 -53.4% 8.52
ATR 2.34 2.31 -0.03 -1.3% 0.00
Volume 162,262,000 134,847,906 -27,414,094 -16.9% 1,050,328,133
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 163.71 163.18 160.83
R3 162.46 161.93 160.48
R2 161.21 161.21 160.37
R1 160.68 160.68 160.25 160.95
PP 159.96 159.96 159.96 160.10
S1 159.43 159.43 160.03 159.70
S2 158.71 158.71 159.91
S3 157.46 158.18 159.80
S4 156.21 156.93 159.45
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
5 163.47 155.73 7.74 4.8% 2.68 1.7% 57% False False 222,526,465
10 165.99 155.73 10.26 6.4% 2.44 1.5% 43% False False 187,455,764
20 166.59 155.73 10.86 6.8% 2.26 1.4% 41% False False 176,387,661
40 169.07 155.73 13.34 8.3% 1.87 1.2% 33% False False 150,616,228
60 169.07 153.55 15.52 9.7% 1.75 1.1% 42% False False 145,515,855
80 169.07 153.55 15.52 9.7% 1.58 1.0% 42% False False 137,415,193
100 169.07 148.73 20.34 12.7% 1.55 1.0% 56% False False 137,131,443
120 169.07 144.98 24.09 15.0% 1.45 0.9% 63% False False 134,121,996
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 0.67
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 165.81
2.618 163.77
1.618 162.52
1.000 161.75
0.618 161.27
HIGH 160.50
0.618 160.02
0.500 159.88
0.382 159.73
LOW 159.25
0.618 158.48
1.000 158.00
1.618 157.23
2.618 155.98
4.250 153.94
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 160.05 159.47
PP 159.96 158.79
S1 159.88 158.12

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

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