SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 164.36 163.26 -1.10 -0.7% 165.64
High 166.00 164.49 -1.51 -0.9% 166.83
Low 163.21 163.05 -0.16 -0.1% 164.19
Close 163.33 163.91 0.58 0.4% 166.62
Range 2.79 1.44 -1.35 -48.4% 2.64
ATR 1.53 1.52 -0.01 -0.4% 0.00
Volume 158,621,703 108,112,898 -50,508,805 -31.8% 537,627,024
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 168.14 167.46 164.70
R3 166.70 166.02 164.31
R2 165.26 165.26 164.17
R1 164.58 164.58 164.04 164.92
PP 163.82 163.82 163.82 163.99
S1 163.14 163.14 163.78 163.48
S2 162.38 162.38 163.65
S3 160.94 161.70 163.51
S4 159.50 160.26 163.12
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 173.80 172.85 168.07
R3 171.16 170.21 167.35
R2 168.52 168.52 167.10
R1 167.57 167.57 166.86 168.05
PP 165.88 165.88 165.88 166.12
S1 164.93 164.93 166.38 165.41
S2 163.24 163.24 166.14
S3 160.60 162.29 165.89
S4 157.96 159.65 165.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.30 163.05 4.25 2.6% 1.62 1.0% 20% False True 109,760,881
10 167.43 163.05 4.38 2.7% 1.52 0.9% 20% False True 117,786,672
20 170.97 163.05 7.92 4.8% 1.30 0.8% 11% False True 101,455,485
40 170.97 160.22 10.75 6.6% 1.26 0.8% 34% False False 101,835,799
60 170.97 155.73 15.24 9.3% 1.54 0.9% 54% False False 126,120,408
80 170.97 155.73 15.24 9.3% 1.56 1.0% 54% False False 127,855,489
100 170.97 153.55 17.42 10.6% 1.55 0.9% 59% False False 128,488,032
120 170.97 153.55 17.42 10.6% 1.49 0.9% 59% False False 126,813,588
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.61
2.618 168.26
1.618 166.82
1.000 165.93
0.618 165.38
HIGH 164.49
0.618 163.94
0.500 163.77
0.382 163.60
LOW 163.05
0.618 162.16
1.000 161.61
1.618 160.72
2.618 159.28
4.250 156.93
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 163.86 165.18
PP 163.82 164.75
S1 163.77 164.33

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

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