SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 170.49 169.90 -0.59 -0.3% 171.16
High 170.65 170.53 -0.12 -0.1% 173.60
Low 169.39 169.21 -0.18 -0.1% 170.04
Close 169.93 169.53 -0.40 -0.2% 170.72
Range 1.26 1.32 0.06 4.8% 3.56
ATR 1.52 1.50 -0.01 -0.9% 0.00
Volume 104,616,398 106,333,000 1,716,602 1.6% 691,656,007
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 173.72 172.94 170.26
R3 172.40 171.62 169.89
R2 171.08 171.08 169.77
R1 170.30 170.30 169.65 170.03
PP 169.76 169.76 169.76 169.62
S1 168.98 168.98 169.41 168.71
S2 168.44 168.44 169.29
S3 167.12 167.66 169.17
S4 165.80 166.34 168.80
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
5 173.60 169.21 4.39 2.6% 1.66 1.0% 7% False True 138,778,942
10 173.60 168.35 5.25 3.1% 1.27 0.8% 22% False False 115,308,779
20 173.60 163.05 10.55 6.2% 1.44 0.9% 61% False False 116,498,483
40 173.60 163.05 10.55 6.2% 1.33 0.8% 61% False False 107,998,757
60 173.60 160.22 13.38 7.9% 1.30 0.8% 70% False False 107,058,090
80 173.60 155.73 17.87 10.5% 1.51 0.9% 77% False False 124,456,018
100 173.60 155.73 17.87 10.5% 1.52 0.9% 77% False False 125,027,584
120 173.60 153.55 20.05 11.8% 1.52 0.9% 80% False False 126,318,925
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 176.14
2.618 173.99
1.618 172.67
1.000 171.85
0.618 171.35
HIGH 170.53
0.618 170.03
0.500 169.87
0.382 169.71
LOW 169.21
0.618 168.39
1.000 167.89
1.618 167.07
2.618 165.75
4.250 163.60
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 169.87 170.77
PP 169.76 170.36
S1 169.64 169.94

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

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