SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 171.01 173.52 2.51 1.5% 166.45
High 173.52 173.60 0.08 0.0% 169.56
Low 170.58 172.59 2.01 1.2% 166.45
Close 173.05 172.76 -0.29 -0.2% 169.33
Range 2.94 1.01 -1.93 -65.6% 3.11
ATR 1.52 1.48 -0.04 -2.4% 0.00
Volume 203,460,609 146,616,797 -56,843,812 -27.9% 443,889,280
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 176.01 175.40 173.32
R3 175.00 174.39 173.04
R2 173.99 173.99 172.95
R1 173.38 173.38 172.85 173.18
PP 172.98 172.98 172.98 172.89
S1 172.37 172.37 172.67 172.17
S2 171.97 171.97 172.57
S3 170.96 171.36 172.48
S4 169.95 170.35 172.20
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
5 173.60 168.74 4.86 2.8% 1.30 0.8% 83% True False 126,303,159
10 173.60 164.48 9.12 5.3% 1.28 0.7% 91% True False 116,243,378
20 173.60 163.05 10.55 6.1% 1.42 0.8% 92% True False 113,411,108
40 173.60 163.05 10.55 6.1% 1.31 0.8% 92% True False 106,873,727
60 173.60 159.25 14.35 8.3% 1.29 0.7% 94% True False 108,406,709
80 173.60 155.73 17.87 10.3% 1.54 0.9% 95% True False 125,720,889
100 173.60 155.73 17.87 10.3% 1.52 0.9% 95% True False 125,102,143
120 173.60 153.55 20.05 11.6% 1.52 0.9% 96% True False 126,683,418
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.89
2.618 176.24
1.618 175.23
1.000 174.61
0.618 174.22
HIGH 173.60
0.618 173.21
0.500 173.10
0.382 172.98
LOW 172.59
0.618 171.97
1.000 171.58
1.618 170.96
2.618 169.95
4.250 168.30
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 173.10 172.52
PP 172.98 172.27
S1 172.87 172.03

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

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