SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 167.48 168.14 0.66 0.4% 170.49
High 168.54 169.50 0.96 0.6% 170.65
Low 167.15 167.97 0.82 0.5% 168.47
Close 168.01 169.34 1.33 0.8% 168.91
Range 1.39 1.53 0.14 10.1% 2.18
ATR 1.46 1.46 0.01 0.4% 0.00
Volume 143,937,406 127,160,398 -16,777,008 -11.7% 504,543,796
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 173.53 172.96 170.18
R3 172.00 171.43 169.76
R2 170.47 170.47 169.62
R1 169.90 169.90 169.48 170.19
PP 168.94 168.94 168.94 169.08
S1 168.37 168.37 169.20 168.66
S2 167.41 167.41 169.06
S3 165.88 166.84 168.92
S4 164.35 165.31 168.50
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
5 170.17 167.15 3.02 1.8% 1.16 0.7% 73% False False 112,938,440
10 173.60 167.15 6.45 3.8% 1.41 0.8% 34% False False 125,858,691
20 173.60 164.14 9.46 5.6% 1.28 0.8% 55% False False 111,571,149
40 173.60 163.05 10.55 6.2% 1.35 0.8% 60% False False 110,035,234
60 173.60 163.05 10.55 6.2% 1.27 0.7% 60% False False 106,594,011
80 173.60 155.73 17.87 10.6% 1.45 0.9% 76% False False 119,935,637
100 173.60 155.73 17.87 10.6% 1.52 0.9% 76% False False 125,618,497
120 173.60 153.55 20.05 11.8% 1.51 0.9% 79% False False 126,074,625
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 0.27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 176.00
2.618 173.51
1.618 171.98
1.000 171.03
0.618 170.45
HIGH 169.50
0.618 168.92
0.500 168.74
0.382 168.55
LOW 167.97
0.618 167.02
1.000 166.44
1.618 165.49
2.618 163.96
4.250 161.47
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 169.14 169.00
PP 168.94 168.66
S1 168.74 168.33

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

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