SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 165.95 166.78 0.83 0.5% 163.20
High 167.04 167.58 0.54 0.3% 167.04
Low 165.73 166.61 0.88 0.5% 162.82
Close 166.94 166.93 -0.01 0.0% 166.94
Range 1.31 0.97 -0.34 -26.0% 4.22
ATR 1.43 1.40 -0.03 -2.3% 0.00
Volume 129,800,898 85,071,102 -44,729,796 -34.5% 561,241,711
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 169.95 169.41 167.46
R3 168.98 168.44 167.20
R2 168.01 168.01 167.11
R1 167.47 167.47 167.02 167.74
PP 167.04 167.04 167.04 167.18
S1 166.50 166.50 166.84 166.77
S2 166.07 166.07 166.75
S3 165.10 165.53 166.66
S4 164.13 164.56 166.40
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 178.26 176.82 169.26
R3 174.04 172.60 168.10
R2 169.82 169.82 167.71
R1 168.38 168.38 167.33 169.10
PP 165.60 165.60 165.60 165.96
S1 164.16 164.16 166.55 164.88
S2 161.38 161.38 166.17
S3 157.16 159.94 165.78
S4 152.94 155.72 164.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.58 163.67 3.91 2.3% 1.35 0.8% 83% True False 112,893,942
10 167.58 161.67 5.91 3.5% 1.21 0.7% 89% True False 104,403,230
20 167.58 156.17 11.41 6.8% 1.22 0.7% 94% True False 109,241,781
40 167.58 153.55 14.03 8.4% 1.37 0.8% 95% True False 120,961,036
60 167.58 148.73 18.85 11.3% 1.36 0.8% 97% True False 123,977,637
80 167.58 148.73 18.85 11.3% 1.29 0.8% 97% True False 124,034,233
100 167.58 139.54 28.04 16.8% 1.27 0.8% 98% True False 125,648,170
120 167.58 139.00 28.58 17.1% 1.27 0.8% 98% True False 128,175,631
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 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 171.70
2.618 170.12
1.618 169.15
1.000 168.55
0.618 168.18
HIGH 167.58
0.618 167.21
0.500 167.10
0.382 166.98
LOW 166.61
0.618 166.01
1.000 165.64
1.618 165.04
2.618 164.07
4.250 162.49
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 167.10 166.73
PP 167.04 166.53
S1 166.99 166.34

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

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