SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 164.51 165.23 0.72 0.4% 166.79
High 164.53 165.58 1.05 0.6% 167.30
Low 163.17 163.70 0.53 0.3% 163.05
Close 163.65 164.39 0.74 0.5% 163.65
Range 1.36 1.88 0.52 38.2% 4.25
ATR 1.52 1.55 0.03 1.9% 0.00
Volume 134,928,891 142,375,000 7,446,109 5.5% 610,568,890
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 170.20 169.17 165.42
R3 168.32 167.29 164.91
R2 166.44 166.44 164.73
R1 165.41 165.41 164.56 164.99
PP 164.56 164.56 164.56 164.34
S1 163.53 163.53 164.22 163.11
S2 162.68 162.68 164.05
S3 160.80 161.65 163.87
S4 158.92 159.77 163.36
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 177.42 174.78 165.99
R3 173.17 170.53 164.82
R2 168.92 168.92 164.43
R1 166.28 166.28 164.04 165.48
PP 164.67 164.67 164.67 164.26
S1 162.03 162.03 163.26 161.23
S2 160.42 160.42 162.87
S3 156.17 157.78 162.48
S4 151.92 153.53 161.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.00 163.05 2.95 1.8% 1.82 1.1% 45% False False 132,647,778
10 167.30 163.05 4.25 2.6% 1.62 1.0% 32% False False 119,413,340
20 170.74 163.05 7.69 4.7% 1.43 0.9% 17% False False 108,499,320
40 170.97 163.05 7.92 4.8% 1.26 0.8% 17% False False 104,105,441
60 170.97 155.73 15.24 9.3% 1.51 0.9% 57% False False 122,723,800
80 170.97 155.73 15.24 9.3% 1.59 1.0% 57% False False 129,130,334
100 170.97 153.55 17.42 10.6% 1.55 0.9% 62% False False 128,975,320
120 170.97 153.55 17.42 10.6% 1.51 0.9% 62% False False 127,767,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 173.57
2.618 170.50
1.618 168.62
1.000 167.46
0.618 166.74
HIGH 165.58
0.618 164.86
0.500 164.64
0.382 164.42
LOW 163.70
0.618 162.54
1.000 161.82
1.618 160.66
2.618 158.78
4.250 155.71
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 164.64 164.39
PP 164.56 164.38
S1 164.47 164.38

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

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