SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 165.35 165.37 0.02 0.0% 167.04
High 166.59 166.31 -0.28 -0.2% 167.78
Low 165.22 163.13 -2.09 -1.3% 163.13
Close 165.83 163.45 -2.38 -1.4% 163.45
Range 1.37 3.18 1.81 132.1% 4.65
ATR 1.66 1.76 0.11 6.6% 0.00
Volume 107,793,695 176,850,000 69,056,305 64.1% 588,686,586
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 173.84 171.82 165.20
R3 170.66 168.64 164.32
R2 167.48 167.48 164.03
R1 165.46 165.46 163.74 164.88
PP 164.30 164.30 164.30 164.01
S1 162.28 162.28 163.16 161.70
S2 161.12 161.12 162.87
S3 157.94 159.10 162.58
S4 154.76 155.92 161.70
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 178.74 175.74 166.01
R3 174.09 171.09 164.73
R2 169.44 169.44 164.30
R1 166.44 166.44 163.88 165.62
PP 164.79 164.79 164.79 164.37
S1 161.79 161.79 163.02 160.97
S2 160.14 160.14 162.60
S3 155.49 157.14 162.17
S4 150.84 152.49 160.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 167.78 163.13 4.65 2.8% 1.88 1.1% 7% False True 148,052,076
10 169.07 163.13 5.94 3.6% 1.88 1.2% 5% False True 150,603,247
20 169.07 159.78 9.29 5.7% 1.57 1.0% 40% False False 127,313,848
40 169.07 153.55 15.52 9.5% 1.53 0.9% 64% False False 130,044,740
60 169.07 153.55 15.52 9.5% 1.40 0.9% 64% False False 125,566,219
80 169.07 148.73 20.34 12.4% 1.39 0.9% 72% False False 127,463,113
100 169.07 144.98 24.09 14.7% 1.31 0.8% 77% False False 126,247,099
120 169.07 139.54 29.53 18.1% 1.31 0.8% 81% False False 129,800,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 179.83
2.618 174.64
1.618 171.46
1.000 169.49
0.618 168.28
HIGH 166.31
0.618 165.10
0.500 164.72
0.382 164.34
LOW 163.13
0.618 161.16
1.000 159.95
1.618 157.98
2.618 154.80
4.250 149.62
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 164.72 164.86
PP 164.30 164.39
S1 163.87 163.92

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

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