SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 165.04 165.12 0.08 0.0% 168.46
High 166.20 166.03 -0.17 -0.1% 169.90
Low 164.86 164.19 -0.67 -0.4% 165.50
Close 165.58 164.56 -1.02 -0.6% 165.83
Range 1.34 1.84 0.50 37.3% 4.40
ATR 1.41 1.44 0.03 2.2% 0.00
Volume 89,294,305 159,530,406 70,236,101 78.7% 513,028,398
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 170.45 169.34 165.57
R3 168.61 167.50 165.07
R2 166.77 166.77 164.90
R1 165.66 165.66 164.73 165.30
PP 164.93 164.93 164.93 164.74
S1 163.82 163.82 164.39 163.46
S2 163.09 163.09 164.22
S3 161.25 161.98 164.05
S4 159.41 160.14 163.55
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
5 167.43 164.19 3.24 2.0% 1.42 0.9% 11% False True 125,812,464
10 170.18 164.19 5.99 3.6% 1.33 0.8% 6% False True 105,232,822
20 170.97 164.19 6.78 4.1% 1.21 0.7% 5% False True 100,336,345
40 170.97 159.25 11.72 7.1% 1.22 0.7% 45% False False 105,904,509
60 170.97 155.73 15.24 9.3% 1.57 1.0% 58% False False 129,824,150
80 170.97 155.73 15.24 9.3% 1.54 0.9% 58% False False 128,024,902
100 170.97 153.55 17.42 10.6% 1.54 0.9% 63% False False 129,337,880
120 170.97 151.52 19.45 11.8% 1.46 0.9% 67% False False 126,612,979
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 173.85
2.618 170.85
1.618 169.01
1.000 167.87
0.618 167.17
HIGH 166.03
0.618 165.33
0.500 165.11
0.382 164.89
LOW 164.19
0.618 163.05
1.000 162.35
1.618 161.21
2.618 159.37
4.250 156.37
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 165.11 165.20
PP 164.93 164.99
S1 164.74 164.77

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

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