SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 151.76 153.66 1.90 1.3% 152.63
High 152.92 154.70 1.78 1.2% 152.87
Low 151.52 153.64 2.12 1.4% 148.73
Close 152.92 154.29 1.37 0.9% 152.11
Range 1.40 1.06 -0.34 -24.3% 4.14
ATR 1.52 1.53 0.02 1.2% 0.00
Volume 99,009,594 121,663,000 22,653,406 22.9% 880,703,187
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 157.39 156.90 154.87
R3 156.33 155.84 154.58
R2 155.27 155.27 154.48
R1 154.78 154.78 154.39 155.03
PP 154.21 154.21 154.21 154.33
S1 153.72 153.72 154.19 153.97
S2 153.15 153.15 154.10
S3 152.09 152.66 154.00
S4 151.03 151.60 153.71
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 163.66 162.02 154.39
R3 159.52 157.88 153.25
R2 155.38 155.38 152.87
R1 153.74 153.74 152.49 152.49
PP 151.24 151.24 151.24 150.61
S1 149.60 149.60 151.73 148.35
S2 147.10 147.10 151.35
S3 142.96 145.46 150.97
S4 138.82 141.32 149.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154.70 149.76 4.94 3.2% 1.68 1.1% 92% True False 133,790,975
10 154.70 148.73 5.97 3.9% 1.86 1.2% 93% True False 155,156,389
20 154.70 148.73 5.97 3.9% 1.40 0.9% 93% True False 134,125,919
40 154.70 144.98 9.72 6.3% 1.18 0.8% 96% True False 127,656,737
60 154.70 139.54 15.16 9.8% 1.24 0.8% 97% True False 134,180,461
80 154.70 134.70 20.00 13.0% 1.34 0.9% 98% True False 137,987,872
100 154.70 134.70 20.00 13.0% 1.35 0.9% 98% True False 135,833,178
120 154.70 134.70 20.00 13.0% 1.33 0.9% 98% True False 134,232,407
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 0.34
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 159.21
2.618 157.48
1.618 156.42
1.000 155.76
0.618 155.36
HIGH 154.70
0.618 154.30
0.500 154.17
0.382 154.04
LOW 153.64
0.618 152.98
1.000 152.58
1.618 151.92
2.618 150.86
4.250 149.14
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 154.25 153.71
PP 154.21 153.13
S1 154.17 152.56

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

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