SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 170.51 170.72 0.21 0.1% 167.42
High 171.15 172.16 1.01 0.6% 170.32
Low 169.47 170.63 1.16 0.7% 164.53
Close 169.70 172.07 2.37 1.4% 170.26
Range 1.68 1.53 -0.15 -8.9% 5.79
ATR 1.74 1.79 0.05 2.9% 0.00
Volume 155,484,500 161,676,094 6,191,594 4.0% 744,277,101
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 176.21 175.67 172.91
R3 174.68 174.14 172.49
R2 173.15 173.15 172.35
R1 172.61 172.61 172.21 172.88
PP 171.62 171.62 171.62 171.76
S1 171.08 171.08 171.93 171.35
S2 170.09 170.09 171.79
S3 168.56 169.55 171.65
S4 167.03 168.02 171.23
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
5 172.16 167.23 4.93 2.9% 1.76 1.0% 98% True False 146,052,279
10 172.16 164.53 7.63 4.4% 1.76 1.0% 99% True False 144,712,081
20 173.60 164.53 9.07 5.3% 1.51 0.9% 83% False False 130,779,840
40 173.60 163.05 10.55 6.1% 1.49 0.9% 85% False False 122,418,314
60 173.60 163.05 10.55 6.1% 1.39 0.8% 85% False False 114,280,716
80 173.60 157.42 16.18 9.4% 1.37 0.8% 91% False False 114,195,557
100 173.60 155.73 17.87 10.4% 1.54 0.9% 91% False False 126,703,307
120 173.60 155.73 17.87 10.4% 1.52 0.9% 91% False False 125,564,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 178.66
2.618 176.17
1.618 174.64
1.000 173.69
0.618 173.11
HIGH 172.16
0.618 171.58
0.500 171.40
0.382 171.21
LOW 170.63
0.618 169.68
1.000 169.10
1.618 168.15
2.618 166.62
4.250 164.13
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 171.85 171.59
PP 171.62 171.10
S1 171.40 170.62

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

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