SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 158.68 158.00 -0.68 -0.4% 155.27
High 159.04 158.13 -0.91 -0.6% 159.71
Low 157.92 155.10 -2.82 -1.8% 154.75
Close 158.80 155.12 -3.68 -2.3% 158.80
Range 1.12 3.03 1.91 170.5% 4.96
ATR 1.44 1.60 0.16 11.3% 0.00
Volume 116,359,805 217,259,016 100,899,211 86.7% 550,706,415
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 165.21 163.19 156.79
R3 162.18 160.16 155.95
R2 159.15 159.15 155.68
R1 157.13 157.13 155.40 156.63
PP 156.12 156.12 156.12 155.86
S1 154.10 154.10 154.84 153.60
S2 153.09 153.09 154.56
S3 150.06 151.07 154.29
S4 147.03 148.04 153.45
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 172.63 170.68 161.53
R3 167.67 165.72 160.16
R2 162.71 162.71 159.71
R1 160.76 160.76 159.25 161.74
PP 157.75 157.75 157.75 158.24
S1 155.80 155.80 158.35 156.78
S2 152.79 152.79 157.89
S3 147.83 150.84 157.44
S4 142.87 145.88 156.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159.71 155.10 4.61 3.0% 1.68 1.1% 0% False True 136,278,865
10 159.71 153.77 5.94 3.8% 1.56 1.0% 23% False False 131,518,351
20 159.71 153.59 6.12 3.9% 1.42 0.9% 25% False False 125,161,881
40 159.71 148.73 10.98 7.1% 1.39 0.9% 58% False False 130,404,403
60 159.71 147.14 12.57 8.1% 1.26 0.8% 63% False False 126,771,590
80 159.71 139.54 20.17 13.0% 1.26 0.8% 77% False False 129,733,978
100 159.71 136.41 23.30 15.0% 1.26 0.8% 80% False False 129,166,208
120 159.71 134.70 25.01 16.1% 1.34 0.9% 82% False False 133,274,508
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 0.26
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 171.01
2.618 166.06
1.618 163.03
1.000 161.16
0.618 160.00
HIGH 158.13
0.618 156.97
0.500 156.62
0.382 156.26
LOW 155.10
0.618 153.23
1.000 152.07
1.618 150.20
2.618 147.17
4.250 142.22
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 156.62 157.41
PP 156.12 156.64
S1 155.62 155.88

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

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