SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 161.26 161.12 -0.14 -0.1% 157.41
High 162.48 162.30 -0.18 -0.1% 161.82
Low 161.08 160.50 -0.58 -0.4% 155.73
Close 161.36 161.21 -0.15 -0.1% 160.42
Range 1.40 1.80 0.40 28.6% 6.09
ATR 2.20 2.17 -0.03 -1.3% 0.00
Volume 131,954,797 154,863,594 22,908,797 17.4% 809,331,102
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 166.74 165.77 162.20
R3 164.94 163.97 161.71
R2 163.14 163.14 161.54
R1 162.17 162.17 161.38 162.66
PP 161.34 161.34 161.34 161.58
S1 160.37 160.37 161.05 160.86
S2 159.54 159.54 160.88
S3 157.74 158.57 160.72
S4 155.94 156.77 160.22
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
5 162.48 159.25 3.23 2.0% 1.37 0.9% 61% False False 142,310,558
10 165.89 155.73 10.16 6.3% 2.15 1.3% 54% False False 189,548,661
20 165.99 155.73 10.26 6.4% 2.11 1.3% 53% False False 174,689,626
40 169.07 155.73 13.34 8.3% 1.87 1.2% 41% False False 153,875,180
60 169.07 153.55 15.52 9.6% 1.74 1.1% 49% False False 146,256,187
80 169.07 153.55 15.52 9.6% 1.61 1.0% 49% False False 139,302,483
100 169.07 148.73 20.34 12.6% 1.55 1.0% 61% False False 137,156,108
120 169.07 145.97 23.10 14.3% 1.46 0.9% 66% False False 135,270,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 169.95
2.618 167.01
1.618 165.21
1.000 164.10
0.618 163.41
HIGH 162.30
0.618 161.61
0.500 161.40
0.382 161.19
LOW 160.50
0.618 159.39
1.000 158.70
1.618 157.59
2.618 155.79
4.250 152.85
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 161.40 161.20
PP 161.34 161.18
S1 161.27 161.17

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

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