SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 175.51 175.89 0.38 0.2% 174.45
High 176.00 176.47 0.47 0.3% 176.00
Low 175.17 175.70 0.53 0.3% 173.96
Close 175.95 176.23 0.28 0.2% 175.95
Range 0.83 0.77 -0.06 -7.2% 2.04
ATR 1.56 1.50 -0.06 -3.6% 0.00
Volume 93,625,398 84,979,000 -8,646,398 -9.2% 500,226,897
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 178.44 178.11 176.65
R3 177.67 177.34 176.44
R2 176.90 176.90 176.37
R1 176.57 176.57 176.30 176.74
PP 176.13 176.13 176.13 176.22
S1 175.80 175.80 176.16 175.97
S2 175.36 175.36 176.09
S3 174.59 175.03 176.02
S4 173.82 174.26 175.81
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 181.42 180.73 177.07
R3 179.38 178.69 176.51
R2 177.34 177.34 176.32
R1 176.65 176.65 176.14 177.00
PP 175.30 175.30 175.30 175.48
S1 174.61 174.61 175.76 174.96
S2 173.26 173.26 175.58
S3 171.22 172.57 175.39
S4 169.18 170.53 174.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 176.47 173.96 2.51 1.4% 0.98 0.6% 90% True False 96,220,477
10 176.47 169.47 7.00 4.0% 1.18 0.7% 97% True False 117,007,130
20 176.47 164.53 11.94 6.8% 1.46 0.8% 98% True False 127,027,080
40 176.47 163.70 12.77 7.2% 1.38 0.8% 98% True False 119,679,480
60 176.47 163.05 13.42 7.6% 1.37 0.8% 98% True False 114,481,053
80 176.47 163.05 13.42 7.6% 1.31 0.7% 98% True False 111,463,928
100 176.47 155.73 20.74 11.8% 1.46 0.8% 99% True False 121,965,699
120 176.47 155.73 20.74 11.8% 1.51 0.9% 99% True False 125,683,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 179.74
2.618 178.49
1.618 177.72
1.000 177.24
0.618 176.95
HIGH 176.47
0.618 176.18
0.500 176.09
0.382 175.99
LOW 175.70
0.618 175.22
1.000 174.93
1.618 174.45
2.618 173.68
4.250 172.43
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 176.18 175.98
PP 176.13 175.74
S1 176.09 175.49

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

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