SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 174.81 174.92 0.11 0.1% 169.21
High 174.89 175.37 0.48 0.3% 174.51
Low 173.96 174.51 0.55 0.3% 169.08
Close 174.57 175.15 0.58 0.3% 174.39
Range 0.93 0.86 -0.07 -7.5% 5.43
ATR 1.67 1.61 -0.06 -3.5% 0.00
Volume 105,484,398 70,350,398 -35,134,000 -33.3% 696,971,812
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 177.59 177.23 175.62
R3 176.73 176.37 175.39
R2 175.87 175.87 175.31
R1 175.51 175.51 175.23 175.69
PP 175.01 175.01 175.01 175.10
S1 174.65 174.65 175.07 174.83
S2 174.15 174.15 174.99
S3 173.29 173.79 174.91
S4 172.43 172.93 174.68
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 188.95 187.10 177.38
R3 183.52 181.67 175.88
R2 178.09 178.09 175.39
R1 176.24 176.24 174.89 177.17
PP 172.66 172.66 172.66 173.12
S1 170.81 170.81 173.89 171.74
S2 167.23 167.23 173.39
S3 161.80 165.38 172.90
S4 156.37 159.95 171.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 175.93 173.51 2.42 1.4% 1.01 0.6% 68% False False 108,983,421
10 175.93 168.77 7.16 4.1% 1.38 0.8% 89% False False 120,861,300
20 175.93 164.53 11.40 6.5% 1.48 0.8% 93% False False 130,250,791
40 175.93 163.17 12.76 7.3% 1.41 0.8% 94% False False 121,567,602
60 175.93 163.05 12.88 7.4% 1.38 0.8% 94% False False 114,863,563
80 175.93 160.22 15.71 9.0% 1.33 0.8% 95% False False 111,701,701
100 175.93 155.73 20.20 11.5% 1.49 0.8% 96% False False 124,299,286
120 175.93 155.73 20.20 11.5% 1.51 0.9% 96% False False 125,759,527
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 3 trading days
Fibonacci Retracements and Extensions
4.250 179.03
2.618 177.62
1.618 176.76
1.000 176.23
0.618 175.90
HIGH 175.37
0.618 175.04
0.500 174.94
0.382 174.84
LOW 174.51
0.618 173.98
1.000 173.65
1.618 173.12
2.618 172.26
4.250 170.86
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 175.08 175.08
PP 175.01 175.01
S1 174.94 174.95

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

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