SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 176.02 176.69 0.67 0.4% 175.89
High 176.61 176.90 0.29 0.2% 177.51
Low 175.22 175.98 0.76 0.4% 175.22
Close 176.21 176.83 0.62 0.4% 176.21
Range 1.39 0.92 -0.47 -33.8% 2.29
ATR 1.48 1.44 -0.04 -2.7% 0.00
Volume 142,804,984 85,676,703 -57,128,281 -40.0% 588,967,687
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 179.33 179.00 177.34
R3 178.41 178.08 177.08
R2 177.49 177.49 177.00
R1 177.16 177.16 176.91 177.33
PP 176.57 176.57 176.57 176.65
S1 176.24 176.24 176.75 176.41
S2 175.65 175.65 176.66
S3 174.73 175.32 176.58
S4 173.81 174.40 176.32
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% 1.28 0.7% 70% False False 117,933,078
10 177.51 173.96 3.55 2.0% 1.13 0.6% 81% False False 107,076,777
20 177.51 164.53 12.98 7.3% 1.39 0.8% 95% False False 125,991,254
40 177.51 164.53 12.98 7.3% 1.33 0.8% 95% False False 120,666,857
60 177.51 163.05 14.46 8.2% 1.39 0.8% 95% False False 117,301,148
80 177.51 163.05 14.46 8.2% 1.31 0.7% 95% False False 111,476,938
100 177.51 155.73 21.78 12.3% 1.41 0.8% 97% False False 119,920,807
120 177.51 155.73 21.78 12.3% 1.51 0.9% 97% False False 126,168,052
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 180.81
2.618 179.31
1.618 178.39
1.000 177.82
0.618 177.47
HIGH 176.90
0.618 176.55
0.500 176.44
0.382 176.33
LOW 175.98
0.618 175.41
1.000 175.06
1.618 174.49
2.618 173.57
4.250 172.07
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 176.70 176.57
PP 176.57 176.32
S1 176.44 176.06

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

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