SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 168.64 168.64 0.00 0.0% 165.23
High 168.90 169.40 0.50 0.3% 166.98
Low 168.26 168.35 0.09 0.1% 163.70
Close 168.87 169.40 0.53 0.3% 166.04
Range 0.64 1.05 0.41 64.1% 3.28
ATR 1.56 1.53 -0.04 -2.3% 0.00
Volume 105,847,695 94,545,797 -11,301,898 -10.7% 462,611,097
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 172.20 171.85 169.98
R3 171.15 170.80 169.69
R2 170.10 170.10 169.59
R1 169.75 169.75 169.50 169.93
PP 169.05 169.05 169.05 169.14
S1 168.70 168.70 169.30 168.88
S2 168.00 168.00 169.21
S3 166.95 167.65 169.11
S4 165.90 166.60 168.82
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
5 169.40 164.48 4.92 2.9% 1.23 0.7% 100% True False 102,159,899
10 169.40 163.05 6.35 3.7% 1.44 0.8% 100% True False 111,280,597
20 169.80 163.05 6.75 4.0% 1.46 0.9% 94% False False 113,119,445
40 170.97 163.05 7.92 4.7% 1.28 0.8% 80% False False 103,343,044
60 170.97 155.73 15.24 9.0% 1.44 0.8% 90% False False 118,138,453
80 170.97 155.73 15.24 9.0% 1.59 0.9% 90% False False 128,427,138
100 170.97 154.75 16.22 9.6% 1.52 0.9% 90% False False 124,804,889
120 170.97 153.55 17.42 10.3% 1.52 0.9% 91% False False 126,155,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.86
2.618 172.15
1.618 171.10
1.000 170.45
0.618 170.05
HIGH 169.40
0.618 169.00
0.500 168.88
0.382 168.75
LOW 168.35
0.618 167.70
1.000 167.30
1.618 166.65
2.618 165.60
4.250 163.89
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 169.23 168.91
PP 169.05 168.42
S1 168.88 167.93

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

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