SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 164.44 163.09 -1.35 -0.8% 167.04
High 165.10 163.42 -1.68 -1.0% 167.78
Low 162.73 161.13 -1.60 -1.0% 163.13
Close 163.56 161.27 -2.29 -1.4% 163.45
Range 2.37 2.29 -0.08 -3.4% 4.65
ATR 1.81 1.85 0.04 2.4% 0.00
Volume 157,631,297 211,737,703 54,106,406 34.3% 588,686,586
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 168.81 167.33 162.53
R3 166.52 165.04 161.90
R2 164.23 164.23 161.69
R1 162.75 162.75 161.48 162.35
PP 161.94 161.94 161.94 161.74
S1 160.46 160.46 161.06 160.06
S2 159.65 159.65 160.85
S3 157.36 158.17 160.64
S4 155.07 155.88 160.01
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
5 166.59 161.13 5.46 3.4% 2.20 1.4% 3% False True 164,480,657
10 169.07 161.13 7.94 4.9% 2.17 1.3% 2% False True 173,311,586
20 169.07 161.13 7.94 4.9% 1.71 1.1% 2% False True 139,129,663
40 169.07 153.55 15.52 9.6% 1.58 1.0% 50% False False 134,784,858
60 169.07 153.55 15.52 9.6% 1.46 0.9% 50% False False 129,639,952
80 169.07 148.73 20.34 12.6% 1.43 0.9% 62% False False 129,130,280
100 169.07 146.20 22.87 14.2% 1.35 0.8% 66% False False 128,197,237
120 169.07 139.54 29.53 18.3% 1.35 0.8% 74% False False 131,280,604
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.15
2.618 169.42
1.618 167.13
1.000 165.71
0.618 164.84
HIGH 163.42
0.618 162.55
0.500 162.28
0.382 162.00
LOW 161.13
0.618 159.71
1.000 158.84
1.618 157.42
2.618 155.13
4.250 151.40
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 162.28 163.12
PP 161.94 162.50
S1 161.61 161.89

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

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