SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 164.96 165.78 0.82 0.5% 161.49
High 166.45 166.36 -0.09 -0.1% 163.70
Low 164.91 165.09 0.18 0.1% 161.42
Close 166.12 165.34 -0.78 -0.5% 163.41
Range 1.54 1.27 -0.27 -17.5% 2.28
ATR 1.42 1.41 -0.01 -0.8% 0.00
Volume 120,683,398 109,913,508 -10,769,890 -8.9% 464,601,595
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 169.41 168.64 166.04
R3 168.14 167.37 165.69
R2 166.87 166.87 165.57
R1 166.10 166.10 165.46 165.85
PP 165.60 165.60 165.60 165.47
S1 164.83 164.83 165.22 164.58
S2 164.33 164.33 165.11
S3 163.06 163.56 164.99
S4 161.79 162.29 164.64
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
5 166.45 162.51 3.94 2.4% 1.30 0.8% 72% False False 106,928,722
10 166.45 159.78 6.67 4.0% 1.25 0.8% 83% False False 104,024,450
20 166.45 154.12 12.33 7.5% 1.26 0.8% 91% False False 111,310,226
40 166.45 153.55 12.90 7.8% 1.38 0.8% 91% False False 121,583,426
60 166.45 148.73 17.72 10.7% 1.37 0.8% 94% False False 125,223,327
80 166.45 148.73 17.72 10.7% 1.29 0.8% 94% False False 124,486,112
100 166.45 139.54 26.91 16.3% 1.27 0.8% 96% False False 126,497,033
120 166.45 139.00 27.45 16.6% 1.27 0.8% 96% False False 127,764,476
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171.76
2.618 169.68
1.618 168.41
1.000 167.63
0.618 167.14
HIGH 166.36
0.618 165.87
0.500 165.73
0.382 165.58
LOW 165.09
0.618 164.31
1.000 163.82
1.618 163.04
2.618 161.77
4.250 159.69
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 165.73 165.25
PP 165.60 165.15
S1 165.47 165.06

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

View Archives - Comment on this page... - Back to Index of Symbols