SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 163.67 164.96 1.29 0.8% 161.49
High 165.35 166.45 1.10 0.7% 163.70
Low 163.67 164.91 1.24 0.8% 161.42
Close 165.23 166.12 0.89 0.5% 163.41
Range 1.68 1.54 -0.14 -8.3% 2.28
ATR 1.41 1.42 0.01 0.6% 0.00
Volume 119,000,805 120,683,398 1,682,593 1.4% 464,601,595
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 170.45 169.82 166.97
R3 168.91 168.28 166.54
R2 167.37 167.37 166.40
R1 166.74 166.74 166.26 167.06
PP 165.83 165.83 165.83 165.98
S1 165.20 165.20 165.98 165.52
S2 164.29 164.29 165.84
S3 162.75 163.66 165.70
S4 161.21 162.12 165.27
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
5 166.45 162.47 3.98 2.4% 1.30 0.8% 92% True False 106,293,718
10 166.45 158.53 7.92 4.8% 1.26 0.8% 96% True False 102,673,849
20 166.45 153.55 12.90 7.8% 1.29 0.8% 97% True False 114,193,701
40 166.45 153.55 12.90 7.8% 1.36 0.8% 97% True False 121,679,568
60 166.45 148.73 17.72 10.7% 1.38 0.8% 98% True False 126,067,680
80 166.45 147.98 18.47 11.1% 1.28 0.8% 98% True False 124,509,658
100 166.45 139.54 26.91 16.2% 1.27 0.8% 99% True False 127,082,767
120 166.45 139.00 27.45 16.5% 1.26 0.8% 99% True False 127,529,453
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.00
2.618 170.48
1.618 168.94
1.000 167.99
0.618 167.40
HIGH 166.45
0.618 165.86
0.500 165.68
0.382 165.50
LOW 164.91
0.618 163.96
1.000 163.37
1.618 162.42
2.618 160.88
4.250 158.37
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 165.97 165.63
PP 165.83 165.13
S1 165.68 164.64

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

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