SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 154.85 156.01 1.16 0.7% 154.34
High 155.60 156.27 0.67 0.4% 155.95
Low 154.73 154.35 -0.38 -0.2% 153.59
Close 155.60 154.95 -0.65 -0.4% 155.60
Range 0.87 1.92 1.05 120.7% 2.36
ATR 1.35 1.39 0.04 3.0% 0.00
Volume 111,163,508 151,322,203 40,158,695 36.1% 647,798,219
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 160.95 159.87 156.01
R3 159.03 157.95 155.48
R2 157.11 157.11 155.30
R1 156.03 156.03 155.13 155.61
PP 155.19 155.19 155.19 154.98
S1 154.11 154.11 154.77 153.69
S2 153.27 153.27 154.60
S3 151.35 152.19 154.42
S4 149.43 150.27 153.89
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 162.13 161.22 156.90
R3 159.77 158.86 156.25
R2 157.41 157.41 156.03
R1 156.50 156.50 155.82 156.96
PP 155.05 155.05 155.05 155.27
S1 154.14 154.14 155.38 154.60
S2 152.69 152.69 155.17
S3 150.33 151.78 154.95
S4 147.97 149.42 154.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.27 153.59 2.68 1.7% 1.39 0.9% 51% True False 134,483,243
10 156.80 153.59 3.21 2.1% 1.18 0.8% 42% False False 126,235,782
20 156.80 148.73 8.07 5.2% 1.24 0.8% 77% False False 125,285,710
40 156.80 148.73 8.07 5.2% 1.24 0.8% 77% False False 127,210,085
60 156.80 139.54 17.26 11.1% 1.21 0.8% 89% False False 129,512,503
80 156.80 139.00 17.80 11.5% 1.22 0.8% 90% False False 132,066,380
100 156.80 134.70 22.10 14.3% 1.31 0.8% 92% False False 133,827,990
120 156.80 134.70 22.10 14.3% 1.31 0.8% 92% False False 133,366,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164.43
2.618 161.30
1.618 159.38
1.000 158.19
0.618 157.46
HIGH 156.27
0.618 155.54
0.500 155.31
0.382 155.08
LOW 154.35
0.618 153.16
1.000 152.43
1.618 151.24
2.618 149.32
4.250 146.19
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 155.31 155.19
PP 155.19 155.11
S1 155.07 155.03

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

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