SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	167.08	167.34	0.26	0.2%	163.20
High	167.80	169.07	1.27	0.8%	167.04
Low	166.50	165.17	-1.33	-0.8%	162.82
Close	167.17	165.93	-1.24	-0.7%	166.94
Range	1.30	3.90	2.60	200.0%	4.22
ATR	1.39	1.57	0.18	12.9%	0.00
Volume	95,804,203	244,031,688	148,227,485	154.7%	561,241,711

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	178.42	176.08	168.08
R3	174.52	172.18	167.00
R2	170.62	170.62	166.65
R1	168.28	168.28	166.29	167.50
PP	166.72	166.72	166.72	166.34
S1	164.38	164.38	165.57	163.60
S2	162.82	162.82	165.22
S3	158.92	160.48	164.86
S4	155.02	156.58	163.79

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	169.07	165.09	3.98	2.4%	1.75	1.1%	21%	True	False	132,924,279
10	169.07	162.47	6.60	4.0%	1.52	0.9%	52%	True	False	119,608,999
20	169.07	157.73	11.34	6.8%	1.35	0.8%	72%	True	False	113,087,460
40	169.07	153.55	15.52	9.4%	1.44	0.9%	80%	True	False	123,502,465
60	169.07	149.76	19.31	11.6%	1.36	0.8%	84%	True	False	122,434,553
80	169.07	148.73	20.34	12.3%	1.34	0.8%	85%	True	False	125,025,011
100	169.07	139.54	29.53	17.8%	1.28	0.8%	89%	True	False	126,297,847
120	169.07	139.54	29.53	17.8%	1.28	0.8%	89%	True	False	128,459,826

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 369 trading days

Fibonacci Retracements and Extensions
4.250	185.65
2.618	179.28
1.618	175.38
1.000	172.97
0.618	171.48
HIGH	169.07
0.618	167.58
0.500	167.12
0.382	166.66
LOW	165.17
0.618	162.76
1.000	161.27
1.618	158.86
2.618	154.96
4.250	148.60

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	167.12	167.12
PP	166.72	166.72
S1	166.33	166.33

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