SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 158.68 161.14 2.46 1.6% 158.66
High 159.89 161.88 1.99 1.2% 161.88
Low 158.53 159.78 1.25 0.8% 158.10
Close 159.75 161.37 1.62 1.0% 161.37
Range 1.36 2.10 0.74 54.4% 3.78
ATR 1.56 1.60 0.04 2.6% 0.00
Volume 96,407,500 144,202,094 47,794,594 49.6% 584,021,008
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 167.31 166.44 162.53
R3 165.21 164.34 161.95
R2 163.11 163.11 161.76
R1 162.24 162.24 161.56 162.68
PP 161.01 161.01 161.01 161.23
S1 160.14 160.14 161.18 160.58
S2 158.91 158.91 160.99
S3 156.81 158.04 160.79
S4 154.71 155.94 160.22
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 171.79 170.36 163.45
R3 168.01 166.58 162.41
R2 164.23 164.23 162.06
R1 162.80 162.80 161.72 163.52
PP 160.45 160.45 160.45 160.81
S1 159.02 159.02 161.02 159.74
S2 156.67 156.67 160.68
S3 152.89 155.24 160.33
S4 149.11 151.46 159.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161.88 158.10 3.78 2.3% 1.42 0.9% 87% True False 116,804,201
10 161.88 154.75 7.13 4.4% 1.35 0.8% 93% True False 118,047,462
20 161.88 153.55 8.33 5.2% 1.51 0.9% 94% True False 132,002,652
40 161.88 153.55 8.33 5.2% 1.35 0.8% 94% True False 126,144,924
60 161.88 148.73 13.15 8.1% 1.35 0.8% 96% True False 127,603,524
80 161.88 145.64 16.24 10.1% 1.26 0.8% 97% True False 126,267,126
100 161.88 139.54 22.34 13.8% 1.28 0.8% 98% True False 130,652,489
120 161.88 134.70 27.18 16.8% 1.31 0.8% 98% True False 131,829,802
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 0.40
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 170.81
2.618 167.38
1.618 165.28
1.000 163.98
0.618 163.18
HIGH 161.88
0.618 161.08
0.500 160.83
0.382 160.58
LOW 159.78
0.618 158.48
1.000 157.68
1.618 156.38
2.618 154.28
4.250 150.86
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 161.19 160.91
PP 161.01 160.45
S1 160.83 159.99

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

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