SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 165.85 166.51 0.66 0.4% 165.23
High 166.40 166.98 0.58 0.3% 166.98
Low 165.73 164.48 -1.25 -0.8% 163.70
Close 165.96 166.04 0.08 0.0% 166.04
Range 0.67 2.50 1.83 273.1% 3.28
ATR 1.51 1.58 0.07 4.7% 0.00
Volume 63,090,402 159,756,406 96,666,004 153.2% 462,611,097
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 173.33 172.19 167.42
R3 170.83 169.69 166.73
R2 168.33 168.33 166.50
R1 167.19 167.19 166.27 166.51
PP 165.83 165.83 165.83 165.50
S1 164.69 164.69 165.81 164.01
S2 163.33 163.33 165.58
S3 160.83 162.19 165.35
S4 158.33 159.69 164.67
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 175.41 174.01 167.84
R3 172.13 170.73 166.94
R2 168.85 168.85 166.64
R1 167.45 167.45 166.34 168.15
PP 165.57 165.57 165.57 165.93
S1 164.17 164.17 165.74 164.87
S2 162.29 162.29 165.44
S3 159.01 160.89 165.14
S4 155.73 157.61 164.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166.98 163.17 3.81 2.3% 1.66 1.0% 75% True False 119,507,997
10 167.30 163.05 4.25 2.6% 1.66 1.0% 70% False False 116,407,349
20 170.10 163.05 7.05 4.2% 1.50 0.9% 42% False False 110,784,590
40 170.97 163.05 7.92 4.8% 1.27 0.8% 38% False False 102,703,354
60 170.97 155.73 15.24 9.2% 1.50 0.9% 68% False False 120,690,581
80 170.97 155.73 15.24 9.2% 1.60 1.0% 68% False False 129,332,702
100 170.97 153.55 17.42 10.5% 1.55 0.9% 72% False False 127,366,415
120 170.97 153.55 17.42 10.5% 1.53 0.9% 72% False False 127,172,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 177.61
2.618 173.53
1.618 171.03
1.000 169.48
0.618 168.53
HIGH 166.98
0.618 166.03
0.500 165.73
0.382 165.44
LOW 164.48
0.618 162.94
1.000 161.98
1.618 160.44
2.618 157.94
4.250 153.86
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 165.94 165.88
PP 165.83 165.72
S1 165.73 165.56

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

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