SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 161.14 161.49 0.35 0.2% 158.66
High 161.88 162.01 0.13 0.1% 161.88
Low 159.78 161.42 1.64 1.0% 158.10
Close 161.37 161.78 0.41 0.3% 161.37
Range 2.10 0.59 -1.51 -71.9% 3.78
ATR 1.60 1.53 -0.07 -4.3% 0.00
Volume 144,202,094 66,882,102 -77,319,992 -53.6% 584,021,008
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 163.51 163.23 162.10
R3 162.92 162.64 161.94
R2 162.33 162.33 161.89
R1 162.05 162.05 161.83 162.19
PP 161.74 161.74 161.74 161.81
S1 161.46 161.46 161.73 161.60
S2 161.15 161.15 161.67
S3 160.56 160.87 161.62
S4 159.97 160.28 161.46
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
5 162.01 158.10 3.91 2.4% 1.29 0.8% 94% True False 112,471,481
10 162.01 156.17 5.84 3.6% 1.23 0.8% 96% True False 114,080,332
20 162.01 153.55 8.46 5.2% 1.47 0.9% 97% True False 131,018,202
40 162.01 153.55 8.46 5.2% 1.34 0.8% 97% True False 124,729,786
60 162.01 148.73 13.28 8.2% 1.34 0.8% 98% True False 126,010,060
80 162.01 145.97 16.04 9.9% 1.26 0.8% 99% True False 125,968,833
100 162.01 139.54 22.47 13.9% 1.27 0.8% 99% True False 130,332,904
120 162.01 134.70 27.31 16.9% 1.30 0.8% 99% True False 130,711,693
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 0.33
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 164.52
2.618 163.55
1.618 162.96
1.000 162.60
0.618 162.37
HIGH 162.01
0.618 161.78
0.500 161.72
0.382 161.65
LOW 161.42
0.618 161.06
1.000 160.83
1.618 160.47
2.618 159.88
4.250 158.91
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 161.76 161.28
PP 161.74 160.77
S1 161.72 160.27

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

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