SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 170.46 171.01 0.55 0.3% 166.45
High 171.11 173.52 2.41 1.4% 169.56
Low 170.46 170.58 0.12 0.1% 166.45
Close 171.07 173.05 1.98 1.2% 169.33
Range 0.65 2.94 2.29 352.3% 3.11
ATR 1.41 1.52 0.11 7.7% 0.00
Volume 82,523,195 203,460,609 120,937,414 146.5% 443,889,280
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 181.20 180.07 174.67
R3 178.26 177.13 173.86
R2 175.32 175.32 173.59
R1 174.19 174.19 173.32 174.76
PP 172.38 172.38 172.38 172.67
S1 171.25 171.25 172.78 171.82
S2 169.44 169.44 172.51
S3 166.50 168.31 172.24
S4 163.56 165.37 171.43
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
5 173.52 168.72 4.80 2.8% 1.27 0.7% 90% True False 113,621,579
10 173.52 164.48 9.04 5.2% 1.25 0.7% 95% True False 107,890,739
20 173.52 163.05 10.47 6.1% 1.46 0.8% 96% True False 114,056,789
40 173.52 163.05 10.47 6.1% 1.33 0.8% 96% True False 106,031,154
60 173.52 157.42 16.10 9.3% 1.32 0.8% 97% True False 108,667,462
80 173.52 155.73 17.79 10.3% 1.55 0.9% 97% True False 125,684,174
100 173.52 155.73 17.79 10.3% 1.52 0.9% 97% True False 124,521,432
120 173.52 153.55 19.97 11.5% 1.52 0.9% 98% True False 126,288,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 186.02
2.618 181.22
1.618 178.28
1.000 176.46
0.618 175.34
HIGH 173.52
0.618 172.40
0.500 172.05
0.382 171.70
LOW 170.58
0.618 168.76
1.000 167.64
1.618 165.82
2.618 162.88
4.250 158.09
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 172.72 172.63
PP 172.38 172.20
S1 172.05 171.78

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

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