SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 170.28 170.57 0.29 0.2% 168.68
High 170.97 170.96 -0.01 0.0% 170.97
Low 170.05 170.35 0.30 0.2% 168.11
Close 170.95 170.70 -0.25 -0.1% 170.95
Range 0.92 0.61 -0.31 -33.7% 2.86
ATR 1.45 1.39 -0.06 -4.1% 0.00
Volume 91,116,594 54,072,602 -37,043,992 -40.7% 509,005,601
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 172.50 172.21 171.04
R3 171.89 171.60 170.87
R2 171.28 171.28 170.81
R1 170.99 170.99 170.76 171.14
PP 170.67 170.67 170.67 170.74
S1 170.38 170.38 170.64 170.53
S2 170.06 170.06 170.59
S3 169.45 169.77 170.53
S4 168.84 169.16 170.36
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 178.59 177.63 172.52
R3 175.73 174.77 171.74
R2 172.87 172.87 171.47
R1 171.91 171.91 171.21 172.39
PP 170.01 170.01 170.01 170.25
S1 169.05 169.05 170.69 169.53
S2 167.15 167.15 170.43
S3 164.29 166.19 170.16
S4 161.43 163.33 169.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.97 168.19 2.78 1.6% 0.98 0.6% 90% False False 96,646,620
10 170.97 167.52 3.45 2.0% 1.11 0.6% 92% False False 97,579,269
20 170.97 164.27 6.70 3.9% 1.10 0.6% 96% False False 99,711,563
40 170.97 155.73 15.24 8.9% 1.55 0.9% 98% False False 129,836,039
60 170.97 155.73 15.24 8.9% 1.64 1.0% 98% False False 136,007,339
80 170.97 153.55 17.42 10.2% 1.58 0.9% 98% False False 134,094,320
100 170.97 153.55 17.42 10.2% 1.53 0.9% 98% False False 131,620,953
120 170.97 148.73 22.24 13.0% 1.50 0.9% 99% False False 131,443,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 173.55
2.618 172.56
1.618 171.95
1.000 171.57
0.618 171.34
HIGH 170.96
0.618 170.73
0.500 170.66
0.382 170.58
LOW 170.35
0.618 169.97
1.000 169.74
1.618 169.36
2.618 168.75
4.250 167.76
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 170.69 170.61
PP 170.67 170.52
S1 170.66 170.44

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

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