SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 163.20 163.67 0.47 0.3% 161.49
High 163.81 165.35 1.54 0.9% 163.70
Low 162.82 163.67 0.85 0.5% 161.42
Close 163.54 165.23 1.69 1.0% 163.41
Range 0.99 1.68 0.69 69.7% 2.28
ATR 1.38 1.41 0.03 2.2% 0.00
Volume 81,843,102 119,000,805 37,157,703 45.4% 464,601,595
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 169.79 169.19 166.15
R3 168.11 167.51 165.69
R2 166.43 166.43 165.54
R1 165.83 165.83 165.38 166.13
PP 164.75 164.75 164.75 164.90
S1 164.15 164.15 165.08 164.45
S2 163.07 163.07 164.92
S3 161.39 162.47 164.77
S4 159.71 160.79 164.31
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 169.68 168.83 164.66
R3 167.40 166.55 164.04
R2 165.12 165.12 163.83
R1 164.27 164.27 163.62 164.70
PP 162.84 162.84 162.84 163.06
S1 161.99 161.99 163.20 162.42
S2 160.56 160.56 162.99
S3 158.28 159.71 162.78
S4 156.00 157.43 162.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.35 162.33 3.02 1.8% 1.20 0.7% 96% True False 101,640,859
10 165.35 158.10 7.25 4.4% 1.23 0.7% 98% True False 104,491,020
20 165.35 153.55 11.80 7.1% 1.32 0.8% 99% True False 119,501,266
40 165.35 153.55 11.80 7.1% 1.37 0.8% 99% True False 122,851,663
60 165.35 148.73 16.62 10.1% 1.38 0.8% 99% True False 125,641,381
80 165.35 147.43 17.92 10.8% 1.28 0.8% 99% True False 125,124,939
100 165.35 139.54 25.81 15.6% 1.27 0.8% 100% True False 127,384,886
120 165.35 138.08 27.27 16.5% 1.26 0.8% 100% True False 127,522,152
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 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 172.49
2.618 169.75
1.618 168.07
1.000 167.03
0.618 166.39
HIGH 165.35
0.618 164.71
0.500 164.51
0.382 164.31
LOW 163.67
0.618 162.63
1.000 161.99
1.618 160.95
2.618 159.27
4.250 156.53
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 164.99 164.80
PP 164.75 164.36
S1 164.51 163.93

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

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