SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 169.34 169.13 -0.21 -0.1% 166.45
High 169.56 169.46 -0.10 -0.1% 169.56
Low 168.72 168.74 0.02 0.0% 166.45
Close 168.95 169.33 0.38 0.2% 169.33
Range 0.84 0.72 -0.12 -14.3% 3.11
ATR 1.48 1.42 -0.05 -3.7% 0.00
Volume 83,208,898 72,727,695 -10,481,203 -12.6% 443,889,280
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 171.34 171.05 169.73
R3 170.62 170.33 169.53
R2 169.90 169.90 169.46
R1 169.61 169.61 169.40 169.76
PP 169.18 169.18 169.18 169.25
S1 168.89 168.89 169.26 169.04
S2 168.46 168.46 169.20
S3 167.74 168.17 169.13
S4 167.02 167.45 168.93
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 177.78 176.66 171.04
R3 174.67 173.55 170.19
R2 171.56 171.56 169.90
R1 170.44 170.44 169.62 171.00
PP 168.45 168.45 168.45 168.73
S1 167.33 167.33 169.04 167.89
S2 165.34 165.34 168.76
S3 162.23 164.22 168.47
S4 159.12 161.11 167.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.56 166.45 3.11 1.8% 0.91 0.5% 93% False False 88,777,856
10 169.56 163.17 6.39 3.8% 1.28 0.8% 96% False False 104,142,926
20 169.56 163.05 6.51 3.8% 1.42 0.8% 96% False False 109,278,234
40 170.97 163.05 7.92 4.7% 1.27 0.8% 79% False False 102,329,109
60 170.97 155.73 15.24 9.0% 1.40 0.8% 89% False False 115,389,981
80 170.97 155.73 15.24 9.0% 1.58 0.9% 89% False False 128,115,404
100 170.97 155.73 15.24 9.0% 1.50 0.9% 89% False False 123,637,309
120 170.97 153.55 17.42 10.3% 1.51 0.9% 91% False False 125,267,965
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 172.52
2.618 171.34
1.618 170.62
1.000 170.18
0.618 169.90
HIGH 169.46
0.618 169.18
0.500 169.10
0.382 169.02
LOW 168.74
0.618 168.30
1.000 168.02
1.618 167.58
2.618 166.86
4.250 165.68
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 169.25 169.21
PP 169.18 169.08
S1 169.10 168.96

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

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