SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 169.53 167.41 -2.12 -1.3% 170.57
High 169.80 167.43 -2.37 -1.4% 170.96
Low 168.70 166.09 -2.61 -1.5% 168.55
Close 168.74 166.38 -2.36 -1.4% 169.31
Range 1.10 1.34 0.24 21.8% 2.41
ATR 1.33 1.42 0.09 7.1% 0.00
Volume 79,829,102 152,931,703 73,102,601 91.6% 420,459,704
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 170.65 169.86 167.12
R3 169.31 168.52 166.75
R2 167.97 167.97 166.63
R1 167.18 167.18 166.50 166.91
PP 166.63 166.63 166.63 166.50
S1 165.84 165.84 166.26 165.57
S2 165.29 165.29 166.13
S3 163.95 164.50 166.01
S4 162.61 163.16 165.64
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
5 170.10 166.09 4.01 2.4% 1.25 0.8% 7% False True 94,803,281
10 170.97 166.09 4.88 2.9% 1.13 0.7% 6% False True 89,373,629
20 170.97 166.09 4.88 2.9% 1.12 0.7% 6% False True 95,379,984
40 170.97 155.73 15.24 9.2% 1.38 0.8% 70% False False 118,445,854
60 170.97 155.73 15.24 9.2% 1.63 1.0% 70% False False 134,394,461
80 170.97 155.73 15.24 9.2% 1.52 0.9% 70% False False 127,227,078
100 170.97 153.55 17.42 10.5% 1.52 0.9% 74% False False 128,465,911
120 170.97 148.73 22.24 13.4% 1.48 0.9% 79% False False 127,935,877
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 False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.13
2.618 170.94
1.618 169.60
1.000 168.77
0.618 168.26
HIGH 167.43
0.618 166.92
0.500 166.76
0.382 166.60
LOW 166.09
0.618 165.26
1.000 164.75
1.618 163.92
2.618 162.58
4.250 160.40
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 166.76 168.00
PP 166.63 167.46
S1 166.51 166.92

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

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