SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	166.78	167.08	0.30	0.2%	163.20
High	167.58	167.80	0.22	0.1%	167.04
Low	166.61	166.50	-0.11	-0.1%	162.82
Close	166.93	167.17	0.24	0.1%	166.94
Range	0.97	1.30	0.33	34.0%	4.22
ATR	1.40	1.39	-0.01	-0.5%	0.00
Volume	85,071,102	95,804,203	10,733,101	12.6%	561,241,711

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	171.06	170.41	167.89
R3	169.76	169.11	167.53
R2	168.46	168.46	167.41
R1	167.81	167.81	167.29	168.14
PP	167.16	167.16	167.16	167.32
S1	166.51	166.51	167.05	166.84
S2	165.86	165.86	166.93
S3	164.56	165.21	166.81
S4	163.26	163.91	166.46

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	167.80	164.91	2.89	1.7%	1.28	0.8%	78%	True	False	108,254,621
10	167.80	162.33	5.47	3.3%	1.24	0.7%	88%	True	False	104,947,740
20	167.80	157.54	10.26	6.1%	1.19	0.7%	94%	True	False	105,724,931
40	167.80	153.55	14.25	8.5%	1.36	0.8%	96%	True	False	119,573,086
60	167.80	148.73	19.07	11.4%	1.32	0.8%	97%	True	False	121,477,294
80	167.80	148.73	19.07	11.4%	1.30	0.8%	97%	True	False	123,391,585
100	167.80	139.54	28.26	16.9%	1.27	0.8%	98%	True	False	125,536,736
120	167.80	139.00	28.80	17.2%	1.27	0.8%	98%	True	False	127,901,949

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.33
2.618	171.20
1.618	169.90
1.000	169.10
0.618	168.60
HIGH	167.80
0.618	167.30
0.500	167.15
0.382	167.00
LOW	166.50
0.618	165.70
1.000	165.20
1.618	164.40
2.618	163.10
4.250	160.98

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	167.16	167.04
PP	167.16	166.90
S1	167.15	166.77

Download as Excel Spreadsheet

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

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