SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 169.21 170.51 1.30 0.8% 167.42
High 171.08 171.15 0.07 0.0% 170.32
Low 169.08 169.47 0.39 0.2% 164.53
Close 170.94 169.70 -1.24 -0.7% 170.26
Range 2.00 1.68 -0.32 -16.0% 5.79
ATR 1.75 1.74 0.00 -0.3% 0.00
Volume 112,106,406 155,484,500 43,378,094 38.7% 744,277,101
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 175.15 174.10 170.62
R3 173.47 172.42 170.16
R2 171.79 171.79 170.01
R1 170.74 170.74 169.85 170.43
PP 170.11 170.11 170.11 169.95
S1 169.06 169.06 169.55 168.75
S2 168.43 168.43 169.39
S3 166.75 167.38 169.24
S4 165.07 165.70 168.78
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 185.74 183.79 173.44
R3 179.95 178.00 171.85
R2 174.16 174.16 171.32
R1 172.21 172.21 170.79 173.19
PP 168.37 168.37 168.37 168.86
S1 166.42 166.42 169.73 167.40
S2 162.58 162.58 169.20
S3 156.79 160.63 168.67
S4 151.00 154.84 167.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 171.15 164.53 6.62 3.9% 1.79 1.1% 78% True False 147,511,620
10 171.15 164.53 6.62 3.9% 1.75 1.0% 78% True False 139,879,441
20 173.60 164.53 9.07 5.3% 1.58 0.9% 57% False False 132,869,066
40 173.60 163.05 10.55 6.2% 1.48 0.9% 63% False False 120,608,770
60 173.60 163.05 10.55 6.2% 1.38 0.8% 63% False False 112,933,275
80 173.60 155.73 17.87 10.5% 1.38 0.8% 78% False False 114,953,789
100 173.60 155.73 17.87 10.5% 1.54 0.9% 78% False False 126,602,284
120 173.60 155.73 17.87 10.5% 1.51 0.9% 78% False False 125,016,511
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 178.29
2.618 175.55
1.618 173.87
1.000 172.83
0.618 172.19
HIGH 171.15
0.618 170.51
0.500 170.31
0.382 170.11
LOW 169.47
0.618 168.43
1.000 167.79
1.618 166.75
2.618 165.07
4.250 162.33
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 170.31 169.96
PP 170.11 169.87
S1 169.90 169.79

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

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