SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 168.35 168.79 0.44 0.3% 170.49
High 169.34 168.94 -0.40 -0.2% 170.65
Low 167.83 166.84 -0.99 -0.6% 168.47
Close 169.18 167.62 -1.56 -0.9% 168.91
Range 1.51 2.10 0.59 39.1% 2.18
ATR 1.47 1.53 0.06 4.3% 0.00
Volume 113,349,695 176,698,406 63,348,711 55.9% 504,543,796
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 174.10 172.96 168.78
R3 172.00 170.86 168.20
R2 169.90 169.90 168.01
R1 168.76 168.76 167.81 168.28
PP 167.80 167.80 167.80 167.56
S1 166.66 166.66 167.43 166.18
S2 165.70 165.70 167.24
S3 163.60 164.56 167.04
S4 161.50 162.46 166.47
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
5 169.50 166.84 2.66 1.6% 1.44 0.9% 29% False True 132,057,421
10 172.33 166.84 5.49 3.3% 1.37 0.8% 14% False True 119,855,760
20 173.60 164.48 9.12 5.4% 1.33 0.8% 34% False False 118,049,569
40 173.60 163.05 10.55 6.3% 1.38 0.8% 43% False False 112,977,700
60 173.60 163.05 10.55 6.3% 1.29 0.8% 43% False False 107,416,021
80 173.60 155.73 17.87 10.7% 1.46 0.9% 67% False False 120,246,584
100 173.60 155.73 17.87 10.7% 1.54 0.9% 67% False False 126,668,519
120 173.60 153.55 20.05 12.0% 1.50 0.9% 70% False False 125,711,535
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 0.29
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 177.87
2.618 174.44
1.618 172.34
1.000 171.04
0.618 170.24
HIGH 168.94
0.618 168.14
0.500 167.89
0.382 167.64
LOW 166.84
0.618 165.54
1.000 164.74
1.618 163.44
2.618 161.34
4.250 157.92
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 167.89 168.17
PP 167.80 167.99
S1 167.71 167.80

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

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