SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 164.16 164.47 0.31 0.2% 166.78
High 165.91 165.38 -0.53 -0.3% 169.07
Low 163.94 163.98 0.04 0.0% 163.94
Close 165.45 165.31 -0.14 -0.1% 165.31
Range 1.97 1.40 -0.57 -28.9% 5.13
ATR 1.60 1.59 -0.01 -0.6% 0.00
Volume 211,064,203 151,573,797 -59,490,406 -28.2% 787,544,993
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 169.09 168.60 166.08
R3 167.69 167.20 165.70
R2 166.29 166.29 165.57
R1 165.80 165.80 165.44 166.05
PP 164.89 164.89 164.89 165.01
S1 164.40 164.40 165.18 164.65
S2 163.49 163.49 165.05
S3 162.09 163.00 164.93
S4 160.69 161.60 164.54
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 181.50 178.53 168.13
R3 176.37 173.40 166.72
R2 171.24 171.24 166.25
R1 168.27 168.27 165.78 167.19
PP 166.11 166.11 166.11 165.57
S1 163.14 163.14 164.84 162.06
S2 160.98 160.98 164.37
S3 155.85 158.01 163.90
S4 150.72 152.88 162.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.07 163.94 5.13 3.1% 1.91 1.2% 27% False False 157,508,998
10 169.07 162.82 6.25 3.8% 1.63 1.0% 40% False False 134,878,670
20 169.07 158.10 10.97 6.6% 1.42 0.9% 66% False False 119,870,465
40 169.07 153.55 15.52 9.4% 1.46 0.9% 76% False False 127,496,335
60 169.07 150.41 18.66 11.3% 1.35 0.8% 80% False False 123,851,061
80 169.07 148.73 20.34 12.3% 1.35 0.8% 82% False False 126,518,713
100 169.07 144.73 24.34 14.7% 1.27 0.8% 85% False False 125,996,640
120 169.07 139.54 29.53 17.9% 1.29 0.8% 87% False False 129,084,693
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 171.33
2.618 169.05
1.618 167.65
1.000 166.78
0.618 166.25
HIGH 165.38
0.618 164.85
0.500 164.68
0.382 164.51
LOW 163.98
0.618 163.11
1.000 162.58
1.618 161.71
2.618 160.31
4.250 158.03
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 165.10 166.51
PP 164.89 166.11
S1 164.68 165.71

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

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