SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 165.64 165.04 -0.60 -0.4% 168.46
High 166.21 166.20 -0.01 0.0% 169.90
Low 164.76 164.86 0.10 0.1% 165.50
Close 164.77 165.58 0.81 0.5% 165.83
Range 1.45 1.34 -0.11 -7.6% 4.40
ATR 1.40 1.41 0.00 0.1% 0.00
Volume 96,437,508 89,294,305 -7,143,203 -7.4% 513,028,398
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 169.57 168.91 166.32
R3 168.23 167.57 165.95
R2 166.89 166.89 165.83
R1 166.23 166.23 165.70 166.56
PP 165.55 165.55 165.55 165.71
S1 164.89 164.89 165.46 165.22
S2 164.21 164.21 165.33
S3 162.87 163.55 165.21
S4 161.53 162.21 164.84
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 180.28 177.45 168.25
R3 175.88 173.05 167.04
R2 171.48 171.48 166.64
R1 168.65 168.65 166.23 167.87
PP 167.08 167.08 167.08 166.68
S1 164.25 164.25 165.43 163.47
S2 162.68 162.68 165.02
S3 158.28 159.85 164.62
S4 153.88 155.45 163.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.80 164.76 5.04 3.0% 1.27 0.8% 16% False False 109,872,203
10 170.18 164.76 5.42 3.3% 1.23 0.7% 15% False False 97,765,242
20 170.97 164.76 6.21 3.8% 1.20 0.7% 13% False False 98,005,520
40 170.97 157.42 13.55 8.2% 1.25 0.8% 60% False False 105,972,799
60 170.97 155.73 15.24 9.2% 1.58 1.0% 65% False False 129,559,969
80 170.97 155.73 15.24 9.2% 1.54 0.9% 65% False False 127,137,593
100 170.97 153.55 17.42 10.5% 1.53 0.9% 69% False False 128,734,516
120 170.97 150.41 20.56 12.4% 1.46 0.9% 74% False False 126,705,515
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171.90
2.618 169.71
1.618 168.37
1.000 167.54
0.618 167.03
HIGH 166.20
0.618 165.69
0.500 165.53
0.382 165.37
LOW 164.86
0.618 164.03
1.000 163.52
1.618 162.69
2.618 161.35
4.250 159.17
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 165.56 165.70
PP 165.55 165.66
S1 165.53 165.62

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

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