SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 167.11 167.39 0.28 0.2% 163.86
High 167.61 167.93 0.32 0.2% 167.93
Low 165.18 167.13 1.95 1.2% 163.08
Close 167.44 167.51 0.07 0.0% 167.51
Range 2.43 0.80 -1.63 -67.1% 4.85
ATR 1.97 1.89 -0.08 -4.2% 0.00
Volume 135,592,094 104,212,602 -31,379,492 -23.1% 588,624,594
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 169.92 169.52 167.95
R3 169.12 168.72 167.73
R2 168.32 168.32 167.66
R1 167.92 167.92 167.58 168.12
PP 167.52 167.52 167.52 167.63
S1 167.12 167.12 167.44 167.32
S2 166.72 166.72 167.36
S3 165.92 166.32 167.29
S4 165.12 165.52 167.07
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 180.72 178.97 170.18
R3 175.87 174.12 168.84
R2 171.02 171.02 168.40
R1 169.27 169.27 167.95 170.15
PP 166.17 166.17 166.17 166.61
S1 164.42 164.42 167.07 165.30
S2 161.32 161.32 166.62
S3 156.47 159.57 166.18
S4 151.62 154.72 164.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.93 163.08 4.85 2.9% 1.34 0.8% 91% True False 117,724,918
10 167.93 159.86 8.07 4.8% 1.48 0.9% 95% True False 123,347,207
20 167.93 155.73 12.20 7.3% 1.84 1.1% 97% True False 153,696,286
40 169.07 155.73 13.34 8.0% 1.91 1.1% 88% False False 155,550,280
60 169.07 153.55 15.52 9.3% 1.71 1.0% 90% False False 141,764,753
80 169.07 153.55 15.52 9.3% 1.64 1.0% 90% False False 138,614,924
100 169.07 148.73 20.34 12.1% 1.59 1.0% 92% False False 137,860,720
120 169.07 147.98 21.09 12.6% 1.49 0.9% 93% False False 134,856,532
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 0.44
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 171.33
2.618 170.02
1.618 169.22
1.000 168.73
0.618 168.42
HIGH 167.93
0.618 167.62
0.500 167.53
0.382 167.44
LOW 167.13
0.618 166.64
1.000 166.33
1.618 165.84
2.618 165.04
4.250 163.73
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 167.53 167.10
PP 167.52 166.69
S1 167.52 166.28

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

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