SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 160.63 161.26 0.63 0.4% 157.41
High 161.40 162.48 1.08 0.7% 161.82
Low 159.86 161.08 1.22 0.8% 155.73
Close 160.42 161.36 0.94 0.6% 160.42
Range 1.54 1.40 -0.14 -9.1% 6.09
ATR 2.21 2.20 -0.01 -0.5% 0.00
Volume 160,402,891 131,954,797 -28,448,094 -17.7% 809,331,102
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 165.84 165.00 162.13
R3 164.44 163.60 161.75
R2 163.04 163.04 161.62
R1 162.20 162.20 161.49 162.62
PP 161.64 161.64 161.64 161.85
S1 160.80 160.80 161.23 161.22
S2 160.24 160.24 161.10
S3 158.84 159.40 160.98
S4 157.44 158.00 160.59
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 177.59 175.10 163.77
R3 171.50 169.01 162.09
R2 165.41 165.41 161.54
R1 162.92 162.92 160.98 164.17
PP 159.32 159.32 159.32 159.95
S1 156.83 156.83 159.86 158.08
S2 153.23 153.23 159.30
S3 147.14 150.74 158.75
S4 141.05 144.65 157.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162.48 157.42 5.06 3.1% 1.55 1.0% 78% True False 143,790,239
10 165.99 155.73 10.26 6.4% 2.12 1.3% 55% False False 185,531,853
20 165.99 155.73 10.26 6.4% 2.14 1.3% 55% False False 174,828,011
40 169.07 155.73 13.34 8.3% 1.84 1.1% 42% False False 151,675,642
60 169.07 153.55 15.52 9.6% 1.73 1.1% 50% False False 145,117,979
80 169.07 153.55 15.52 9.6% 1.60 1.0% 50% False False 138,910,283
100 169.07 148.73 20.34 12.6% 1.55 1.0% 62% False False 137,232,371
120 169.07 145.64 23.43 14.5% 1.45 0.9% 67% False False 134,736,631
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.43
2.618 166.15
1.618 164.75
1.000 163.88
0.618 163.35
HIGH 162.48
0.618 161.95
0.500 161.78
0.382 161.61
LOW 161.08
0.618 160.21
1.000 159.68
1.618 158.81
2.618 157.41
4.250 155.13
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 161.78 161.30
PP 161.64 161.23
S1 161.50 161.17

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

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