SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 173.52 172.33 -1.19 -0.7% 171.16
High 173.60 172.33 -1.27 -0.7% 173.60
Low 172.59 170.58 -2.01 -1.2% 170.04
Close 172.76 170.72 -2.04 -1.2% 170.72
Range 1.01 1.75 0.74 73.3% 3.56
ATR 1.48 1.53 0.05 3.4% 0.00
Volume 146,616,797 132,867,906 -13,748,891 -9.4% 691,656,007
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 176.46 175.34 171.68
R3 174.71 173.59 171.20
R2 172.96 172.96 171.04
R1 171.84 171.84 170.88 171.53
PP 171.21 171.21 171.21 171.05
S1 170.09 170.09 170.56 169.78
S2 169.46 169.46 170.40
S3 167.71 168.34 170.24
S4 165.96 166.59 169.76
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 182.13 179.99 172.68
R3 178.57 176.43 171.70
R2 175.01 175.01 171.37
R1 172.87 172.87 171.05 172.16
PP 171.45 171.45 171.45 171.10
S1 169.31 169.31 170.39 168.60
S2 167.89 167.89 170.07
S3 164.33 165.75 169.74
S4 160.77 162.19 168.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173.60 170.04 3.56 2.1% 1.51 0.9% 19% False False 138,331,201
10 173.60 166.45 7.15 4.2% 1.21 0.7% 60% False False 113,554,528
20 173.60 163.05 10.55 6.2% 1.44 0.8% 73% False False 114,980,939
40 173.60 163.05 10.55 6.2% 1.33 0.8% 73% False False 107,416,512
60 173.60 159.86 13.74 8.0% 1.30 0.8% 79% False False 108,373,709
80 173.60 155.73 17.87 10.5% 1.54 0.9% 84% False False 125,377,197
100 173.60 155.73 17.87 10.5% 1.53 0.9% 84% False False 125,270,716
120 173.60 153.55 20.05 11.7% 1.52 0.9% 86% False False 126,944,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 179.77
2.618 176.91
1.618 175.16
1.000 174.08
0.618 173.41
HIGH 172.33
0.618 171.66
0.500 171.46
0.382 171.25
LOW 170.58
0.618 169.50
1.000 168.83
1.618 167.75
2.618 166.00
4.250 163.14
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 171.46 172.09
PP 171.21 171.63
S1 170.97 171.18

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

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