SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 166.45 168.64 2.19 1.3% 165.23
High 167.73 168.90 1.17 0.7% 166.98
Low 166.45 168.26 1.81 1.1% 163.70
Close 167.63 168.87 1.24 0.7% 166.04
Range 1.28 0.64 -0.64 -50.0% 3.28
ATR 1.59 1.56 -0.02 -1.4% 0.00
Volume 87,559,195 105,847,695 18,288,500 20.9% 462,611,097
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 170.60 170.37 169.22
R3 169.96 169.73 169.05
R2 169.32 169.32 168.99
R1 169.09 169.09 168.93 169.21
PP 168.68 168.68 168.68 168.73
S1 168.45 168.45 168.81 168.57
S2 168.04 168.04 168.75
S3 167.40 167.81 168.69
S4 166.76 167.17 168.52
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
5 168.90 164.14 4.76 2.8% 1.40 0.8% 99% True False 102,728,597
10 168.90 163.05 5.85 3.5% 1.61 1.0% 99% True False 117,688,187
20 169.90 163.05 6.85 4.1% 1.48 0.9% 85% False False 112,432,455
40 170.97 163.05 7.92 4.7% 1.28 0.8% 73% False False 103,196,949
60 170.97 155.73 15.24 9.0% 1.45 0.9% 86% False False 118,834,281
80 170.97 155.73 15.24 9.0% 1.59 0.9% 86% False False 128,867,827
100 170.97 154.12 16.85 10.0% 1.53 0.9% 88% False False 125,356,306
120 170.97 153.55 17.42 10.3% 1.52 0.9% 88% False False 126,439,693
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 0.30
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 171.62
2.618 170.58
1.618 169.94
1.000 169.54
0.618 169.30
HIGH 168.90
0.618 168.66
0.500 168.58
0.382 168.50
LOW 168.26
0.618 167.86
1.000 167.62
1.618 167.22
2.618 166.58
4.250 165.54
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 168.77 168.14
PP 168.68 167.42
S1 168.58 166.69

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

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