SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 176.15 176.02 -0.13 -0.1% 175.89
High 176.89 176.61 -0.28 -0.2% 177.51
Low 175.53 175.22 -0.31 -0.2% 175.22
Close 175.79 176.21 0.42 0.2% 176.21
Range 1.36 1.39 0.03 2.2% 2.29
ATR 1.48 1.48 -0.01 -0.4% 0.00
Volume 133,780,609 142,804,984 9,024,375 6.7% 588,967,687
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 180.18 179.59 176.97
R3 178.79 178.20 176.59
R2 177.40 177.40 176.46
R1 176.81 176.81 176.34 177.11
PP 176.01 176.01 176.01 176.16
S1 175.42 175.42 176.08 175.72
S2 174.62 174.62 175.96
S3 173.23 174.03 175.83
S4 171.84 172.64 175.45
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 183.18 181.99 177.47
R3 180.89 179.70 176.84
R2 178.60 178.60 176.63
R1 177.41 177.41 176.42 178.01
PP 176.31 176.31 176.31 176.61
S1 175.12 175.12 176.00 175.72
S2 174.02 174.02 175.79
S3 171.73 172.83 175.58
S4 169.44 170.54 174.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 177.51 175.22 2.29 1.3% 1.25 0.7% 43% False True 117,793,537
10 177.51 173.96 3.55 2.0% 1.11 0.6% 63% False False 108,919,458
20 177.51 164.53 12.98 7.4% 1.40 0.8% 90% False False 126,522,174
40 177.51 164.53 12.98 7.4% 1.34 0.8% 90% False False 120,713,919
60 177.51 163.05 14.46 8.2% 1.39 0.8% 91% False False 117,404,143
80 177.51 163.05 14.46 8.2% 1.31 0.7% 91% False False 111,708,637
100 177.51 155.73 21.78 12.4% 1.44 0.8% 94% False False 120,699,916
120 177.51 155.73 21.78 12.4% 1.51 0.9% 94% False False 126,459,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 182.52
2.618 180.25
1.618 178.86
1.000 178.00
0.618 177.47
HIGH 176.61
0.618 176.08
0.500 175.92
0.382 175.75
LOW 175.22
0.618 174.36
1.000 173.83
1.618 172.97
2.618 171.58
4.250 169.31
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 176.11 176.37
PP 176.01 176.31
S1 175.92 176.26

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

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