SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 169.13 171.16 2.03 1.2% 166.45
High 169.46 171.24 1.78 1.1% 169.56
Low 168.74 170.04 1.30 0.8% 166.45
Close 169.33 170.31 0.98 0.6% 169.33
Range 0.72 1.20 0.48 66.7% 3.11
ATR 1.42 1.46 0.03 2.4% 0.00
Volume 72,727,695 126,187,500 53,459,805 73.5% 443,889,280
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 174.13 173.42 170.97
R3 172.93 172.22 170.64
R2 171.73 171.73 170.53
R1 171.02 171.02 170.42 170.78
PP 170.53 170.53 170.53 170.41
S1 169.82 169.82 170.20 169.58
S2 169.33 169.33 170.09
S3 168.13 168.62 169.98
S4 166.93 167.42 169.65
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
5 171.24 168.26 2.98 1.7% 0.89 0.5% 69% True False 96,503,517
10 171.24 163.70 7.54 4.4% 1.27 0.7% 88% True False 103,268,787
20 171.24 163.05 8.19 4.8% 1.42 0.8% 89% True False 109,044,189
40 171.24 163.05 8.19 4.8% 1.28 0.8% 89% True False 102,888,011
60 171.24 155.73 15.51 9.1% 1.34 0.8% 94% True False 112,138,842
80 171.24 155.73 15.51 9.1% 1.54 0.9% 94% True False 126,642,352
100 171.24 155.73 15.51 9.1% 1.51 0.9% 94% True False 123,931,373
120 171.24 153.55 17.69 10.4% 1.51 0.9% 95% True False 125,595,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 176.34
2.618 174.38
1.618 173.18
1.000 172.44
0.618 171.98
HIGH 171.24
0.618 170.78
0.500 170.64
0.382 170.50
LOW 170.04
0.618 169.30
1.000 168.84
1.618 168.10
2.618 166.90
4.250 164.94
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 170.64 170.20
PP 170.53 170.09
S1 170.42 169.98

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

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