SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 169.10 168.94 -0.16 -0.1% 169.41
High 169.28 169.85 0.57 0.3% 169.86
Low 168.19 168.49 0.30 0.2% 167.52
Close 168.59 168.71 0.12 0.1% 169.11
Range 1.09 1.36 0.27 24.8% 2.34
ATR 1.45 1.44 -0.01 -0.4% 0.00
Volume 85,216,898 142,388,609 57,171,711 67.1% 492,142,984
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 173.10 172.26 169.46
R3 171.74 170.90 169.08
R2 170.38 170.38 168.96
R1 169.54 169.54 168.83 169.28
PP 169.02 169.02 169.02 168.89
S1 168.18 168.18 168.59 167.92
S2 167.66 167.66 168.46
S3 166.30 166.82 168.34
S4 164.94 165.46 167.96
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 175.85 174.82 170.40
R3 173.51 172.48 169.75
R2 171.17 171.17 169.54
R1 170.14 170.14 169.32 169.49
PP 168.83 168.83 168.83 168.50
S1 167.80 167.80 168.90 167.15
S2 166.49 166.49 168.68
S3 164.15 165.46 168.47
S4 161.81 163.12 167.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.85 167.52 2.33 1.4% 1.24 0.7% 51% True False 105,284,320
10 169.86 167.52 2.34 1.4% 1.14 0.7% 51% False False 100,704,518
20 169.86 160.22 9.64 5.7% 1.21 0.7% 88% False False 102,216,113
40 169.86 155.73 14.13 8.4% 1.66 1.0% 92% False False 138,452,870
60 169.86 155.73 14.13 8.4% 1.65 1.0% 92% False False 136,655,491
80 169.86 153.55 16.31 9.7% 1.61 1.0% 93% False False 135,246,169
100 169.86 153.55 16.31 9.7% 1.53 0.9% 93% False False 131,885,209
120 169.86 148.73 21.13 12.5% 1.49 0.9% 95% False False 131,332,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 175.63
2.618 173.41
1.618 172.05
1.000 171.21
0.618 170.69
HIGH 169.85
0.618 169.33
0.500 169.17
0.382 169.01
LOW 168.49
0.618 167.65
1.000 167.13
1.618 166.29
2.618 164.93
4.250 162.71
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 169.17 168.98
PP 169.02 168.89
S1 168.86 168.80

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

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