SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 164.43 165.85 1.42 0.9% 166.79
High 166.03 166.40 0.37 0.2% 167.30
Low 164.14 165.73 1.59 1.0% 163.05
Close 165.75 165.96 0.21 0.1% 163.65
Range 1.89 0.67 -1.22 -64.6% 4.25
ATR 1.57 1.51 -0.06 -4.1% 0.00
Volume 97,389,289 63,090,402 -34,298,887 -35.2% 610,568,890
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 168.04 167.67 166.33
R3 167.37 167.00 166.14
R2 166.70 166.70 166.08
R1 166.33 166.33 166.02 166.52
PP 166.03 166.03 166.03 166.12
S1 165.66 165.66 165.90 165.85
S2 165.36 165.36 165.84
S3 164.69 164.99 165.78
S4 164.02 164.32 165.59
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
5 166.40 163.17 3.23 1.9% 1.49 0.9% 86% True False 111,396,796
10 167.30 163.05 4.25 2.6% 1.56 0.9% 68% False False 110,578,838
20 170.18 163.05 7.13 4.3% 1.44 0.9% 41% False False 107,905,830
40 170.97 163.05 7.92 4.8% 1.27 0.8% 37% False False 102,099,246
60 170.97 155.73 15.24 9.2% 1.51 0.9% 67% False False 120,978,923
80 170.97 155.73 15.24 9.2% 1.59 1.0% 67% False False 128,823,257
100 170.97 153.55 17.42 10.5% 1.54 0.9% 71% False False 127,243,929
120 170.97 153.55 17.42 10.5% 1.52 0.9% 71% False False 126,896,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 169.25
2.618 168.15
1.618 167.48
1.000 167.07
0.618 166.81
HIGH 166.40
0.618 166.14
0.500 166.07
0.382 165.99
LOW 165.73
0.618 165.32
1.000 165.06
1.618 164.65
2.618 163.98
4.250 162.88
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 166.07 165.66
PP 166.03 165.35
S1 166.00 165.05

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

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