SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 164.03 164.29 0.26 0.2% 165.31
High 164.67 165.22 0.55 0.3% 165.40
Low 162.91 163.22 0.31 0.2% 161.30
Close 163.18 164.44 1.26 0.8% 163.18
Range 1.76 2.00 0.24 13.6% 4.10
ATR 2.01 2.01 0.00 0.1% 0.00
Volume 141,197,297 136,295,500 -4,901,797 -3.5% 747,014,094
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 170.29 169.37 165.54
R3 168.29 167.37 164.99
R2 166.29 166.29 164.81
R1 165.37 165.37 164.62 165.83
PP 164.29 164.29 164.29 164.53
S1 163.37 163.37 164.26 163.83
S2 162.29 162.29 164.07
S3 160.29 161.37 163.89
S4 158.29 159.37 163.34
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 175.59 173.49 165.44
R3 171.49 169.39 164.31
R2 167.39 167.39 163.93
R1 165.29 165.29 163.56 164.29
PP 163.29 163.29 163.29 162.80
S1 161.19 161.19 162.80 160.19
S2 159.19 159.19 162.43
S3 155.09 157.09 162.05
S4 150.99 152.99 160.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165.22 161.30 3.92 2.4% 2.31 1.4% 80% True False 155,528,518
10 165.40 160.25 5.15 3.1% 2.15 1.3% 81% False False 164,124,170
20 169.07 160.25 8.82 5.4% 2.04 1.2% 48% False False 159,293,193
40 169.07 154.75 14.32 8.7% 1.65 1.0% 68% False False 134,804,545
60 169.07 153.55 15.52 9.4% 1.59 1.0% 70% False False 134,173,295
80 169.07 148.73 20.34 12.4% 1.54 0.9% 77% False False 133,072,594
100 169.07 148.73 20.34 12.4% 1.44 0.9% 77% False False 131,699,577
120 169.07 139.54 29.53 18.0% 1.39 0.8% 84% False False 130,995,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.72
2.618 170.46
1.618 168.46
1.000 167.22
0.618 166.46
HIGH 165.22
0.618 164.46
0.500 164.22
0.382 163.98
LOW 163.22
0.618 161.98
1.000 161.22
1.618 159.98
2.618 157.98
4.250 154.72
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 164.37 164.05
PP 164.29 163.65
S1 164.22 163.26

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

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