SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 169.58 168.46 -1.12 -0.7% 170.57
High 170.10 169.31 -0.79 -0.5% 170.96
Low 168.72 168.38 -0.34 -0.2% 168.55
Close 169.31 169.11 -0.20 -0.1% 169.31
Range 1.38 0.93 -0.45 -32.6% 2.41
ATR 1.36 1.33 -0.03 -2.3% 0.00
Volume 91,856,406 68,593,195 -23,263,211 -25.3% 420,459,704
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 171.72 171.35 169.62
R3 170.79 170.42 169.37
R2 169.86 169.86 169.28
R1 169.49 169.49 169.20 169.68
PP 168.93 168.93 168.93 169.03
S1 168.56 168.56 169.02 168.75
S2 168.00 168.00 168.94
S3 167.07 167.63 168.85
S4 166.14 166.70 168.60
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 176.84 175.48 170.64
R3 174.43 173.07 169.97
R2 172.02 172.02 169.75
R1 170.66 170.66 169.53 170.14
PP 169.61 169.61 169.61 169.34
S1 168.25 168.25 169.09 167.73
S2 167.20 167.20 168.87
S3 164.79 165.84 168.65
S4 162.38 163.43 167.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.74 168.38 2.36 1.4% 1.17 0.7% 31% False True 86,996,059
10 170.97 168.19 2.78 1.6% 1.07 0.6% 33% False False 91,821,339
20 170.97 167.07 3.90 2.3% 1.08 0.6% 52% False False 93,961,443
40 170.97 155.73 15.24 9.0% 1.44 0.8% 88% False False 122,035,194
60 170.97 155.73 15.24 9.0% 1.63 1.0% 88% False False 134,346,284
80 170.97 154.12 16.85 10.0% 1.54 0.9% 89% False False 128,587,269
100 170.97 153.55 17.42 10.3% 1.53 0.9% 89% False False 129,241,141
120 170.97 148.73 22.24 13.2% 1.50 0.9% 92% False False 129,784,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 173.26
2.618 171.74
1.618 170.81
1.000 170.24
0.618 169.88
HIGH 169.31
0.618 168.95
0.500 168.85
0.382 168.74
LOW 168.38
0.618 167.81
1.000 167.45
1.618 166.88
2.618 165.95
4.250 164.43
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 169.02 169.28
PP 168.93 169.22
S1 168.85 169.17

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

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