SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 164.97 167.11 2.14 1.3% 161.26
High 165.75 167.61 1.86 1.1% 163.08
Low 164.63 165.18 0.55 0.3% 160.22
Close 165.19 167.44 2.25 1.4% 163.02
Range 1.12 2.43 1.31 117.0% 2.86
ATR 1.94 1.97 0.04 1.8% 0.00
Volume 121,429,594 135,592,094 14,162,500 11.7% 484,444,594
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 174.03 173.17 168.78
R3 171.60 170.74 168.11
R2 169.17 169.17 167.89
R1 168.31 168.31 167.66 168.74
PP 166.74 166.74 166.74 166.96
S1 165.88 165.88 167.22 166.31
S2 164.31 164.31 166.99
S3 161.88 163.45 166.77
S4 159.45 161.02 166.10
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 170.69 169.71 164.59
R3 167.83 166.85 163.81
R2 164.97 164.97 163.54
R1 163.99 163.99 163.28 164.48
PP 162.11 162.11 162.11 162.35
S1 161.13 161.13 162.76 161.62
S2 159.25 159.25 162.50
S3 156.39 158.27 162.23
S4 153.53 155.41 161.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.61 161.30 6.31 3.8% 1.54 0.9% 97% True False 121,364,378
10 167.61 159.86 7.75 4.6% 1.49 0.9% 98% True False 125,874,307
20 167.61 155.73 11.88 7.1% 1.96 1.2% 99% True False 156,665,036
40 169.07 155.73 13.34 8.0% 1.93 1.2% 88% False False 155,962,050
60 169.07 153.55 15.52 9.3% 1.73 1.0% 89% False False 143,808,455
80 169.07 153.55 15.52 9.3% 1.65 1.0% 89% False False 139,406,856
100 169.07 148.73 20.34 12.1% 1.60 1.0% 92% False False 137,769,648
120 169.07 147.43 21.64 12.9% 1.50 0.9% 92% False False 135,403,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 177.94
2.618 173.97
1.618 171.54
1.000 170.04
0.618 169.11
HIGH 167.61
0.618 166.68
0.500 166.40
0.382 166.11
LOW 165.18
0.618 163.68
1.000 162.75
1.618 161.25
2.618 158.82
4.250 154.85
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 167.09 166.94
PP 166.74 166.44
S1 166.40 165.94

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

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