SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 168.84 167.48 -1.36 -0.8% 170.49
High 169.14 168.54 -0.60 -0.4% 170.65
Low 168.47 167.15 -1.32 -0.8% 168.47
Close 168.91 168.01 -0.90 -0.5% 168.91
Range 0.67 1.39 0.72 107.5% 2.18
ATR 1.43 1.46 0.02 1.6% 0.00
Volume 99,141,203 143,937,406 44,796,203 45.2% 504,543,796
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 172.07 171.43 168.77
R3 170.68 170.04 168.39
R2 169.29 169.29 168.26
R1 168.65 168.65 168.14 168.97
PP 167.90 167.90 167.90 168.06
S1 167.26 167.26 167.88 167.58
S2 166.51 166.51 167.76
S3 165.12 165.87 167.63
S4 163.73 164.48 167.25
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 175.88 174.58 170.11
R3 173.70 172.40 169.51
R2 171.52 171.52 169.31
R1 170.22 170.22 169.11 169.78
PP 169.34 169.34 169.34 169.13
S1 168.04 168.04 168.71 167.60
S2 167.16 167.16 168.51
S3 164.98 165.86 168.31
S4 162.80 163.68 167.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.53 167.15 3.38 2.0% 1.12 0.7% 25% False True 108,772,960
10 173.60 167.15 6.45 3.8% 1.32 0.8% 13% False True 121,394,970
20 173.60 163.70 9.90 5.9% 1.29 0.8% 44% False False 112,331,879
40 173.60 163.05 10.55 6.3% 1.33 0.8% 47% False False 108,208,040
60 173.60 163.05 10.55 6.3% 1.26 0.8% 47% False False 106,276,211
80 173.60 155.73 17.87 10.6% 1.46 0.9% 69% False False 120,700,353
100 173.60 155.73 17.87 10.6% 1.52 0.9% 69% False False 125,414,278
120 173.60 153.55 20.05 11.9% 1.50 0.9% 72% False False 125,932,808
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 0.25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 174.45
2.618 172.18
1.618 170.79
1.000 169.93
0.618 169.40
HIGH 168.54
0.618 168.01
0.500 167.85
0.382 167.68
LOW 167.15
0.618 166.29
1.000 165.76
1.618 164.90
2.618 163.51
4.250 161.24
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 167.96 168.66
PP 167.90 168.44
S1 167.85 168.23

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

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