SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 156.61 156.91 0.30 0.2% 156.01
High 157.21 157.03 -0.18 -0.1% 156.85
Low 156.37 154.82 -1.55 -1.0% 154.35
Close 156.82 155.23 -1.59 -1.0% 156.67
Range 0.84 2.21 1.37 163.1% 2.50
ATR 1.33 1.39 0.06 4.7% 0.00
Volume 101,504,203 154,167,297 52,663,094 51.9% 441,061,906
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 162.32 160.99 156.45
R3 160.11 158.78 155.84
R2 157.90 157.90 155.64
R1 156.57 156.57 155.43 156.13
PP 155.69 155.69 155.69 155.48
S1 154.36 154.36 155.03 153.92
S2 153.48 153.48 154.82
S3 151.27 152.15 154.62
S4 149.06 149.94 154.01
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 163.46 162.56 158.05
R3 160.96 160.06 157.36
R2 158.46 158.46 157.13
R1 157.56 157.56 156.90 158.01
PP 155.96 155.96 155.96 156.18
S1 155.06 155.06 156.44 155.51
S2 153.46 153.46 156.21
S3 150.96 152.56 155.98
S4 148.46 150.06 155.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157.21 154.82 2.39 1.5% 1.33 0.9% 17% False True 111,549,740
10 157.21 154.10 3.11 2.0% 1.25 0.8% 36% False False 114,945,421
20 157.21 153.59 3.62 2.3% 1.12 0.7% 45% False False 114,738,421
40 157.21 148.73 8.48 5.5% 1.26 0.8% 77% False False 124,432,170
60 157.21 144.98 12.23 7.9% 1.16 0.7% 84% False False 123,350,632
80 157.21 139.54 17.67 11.4% 1.21 0.8% 89% False False 129,319,951
100 157.21 134.70 22.51 14.5% 1.29 0.8% 91% False False 133,337,982
120 157.21 134.70 22.51 14.5% 1.31 0.8% 91% False False 132,317,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 166.42
2.618 162.82
1.618 160.61
1.000 159.24
0.618 158.40
HIGH 157.03
0.618 156.19
0.500 155.93
0.382 155.66
LOW 154.82
0.618 153.45
1.000 152.61
1.618 151.24
2.618 149.03
4.250 145.43
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 155.93 156.02
PP 155.69 155.75
S1 155.46 155.49

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

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