SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 168.64 169.34 0.70 0.4% 165.23
High 169.40 169.56 0.16 0.1% 166.98
Low 168.35 168.72 0.37 0.2% 163.70
Close 169.40 168.95 -0.45 -0.3% 166.04
Range 1.05 0.84 -0.21 -20.0% 3.28
ATR 1.53 1.48 -0.05 -3.2% 0.00
Volume 94,545,797 83,208,898 -11,336,899 -12.0% 462,611,097
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 171.60 171.11 169.41
R3 170.76 170.27 169.18
R2 169.92 169.92 169.10
R1 169.43 169.43 169.03 169.26
PP 169.08 169.08 169.08 168.99
S1 168.59 168.59 168.87 168.42
S2 168.24 168.24 168.80
S3 167.40 167.75 168.72
S4 166.56 166.91 168.49
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
5 169.56 164.48 5.08 3.0% 1.26 0.7% 88% True False 106,183,598
10 169.56 163.17 6.39 3.8% 1.38 0.8% 90% True False 108,790,197
20 169.56 163.05 6.51 3.9% 1.45 0.9% 91% True False 113,288,434
40 170.97 163.05 7.92 4.7% 1.28 0.8% 74% False False 103,101,421
60 170.97 155.73 15.24 9.0% 1.43 0.8% 87% False False 117,613,676
80 170.97 155.73 15.24 9.0% 1.59 0.9% 87% False False 128,403,860
100 170.97 155.73 15.24 9.0% 1.51 0.9% 87% False False 124,571,444
120 170.97 153.55 17.42 10.3% 1.52 0.9% 88% False False 125,922,919
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.13
2.618 171.76
1.618 170.92
1.000 170.40
0.618 170.08
HIGH 169.56
0.618 169.24
0.500 169.14
0.382 169.04
LOW 168.72
0.618 168.20
1.000 167.88
1.618 167.36
2.618 166.52
4.250 165.15
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 169.14 168.94
PP 169.08 168.92
S1 169.01 168.91

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

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