SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 164.53 165.60 1.07 0.7% 165.31
High 165.99 165.89 -0.10 -0.1% 165.40
Low 164.52 163.38 -1.14 -0.7% 161.30
Close 165.74 163.45 -2.29 -1.4% 163.18
Range 1.47 2.51 1.04 70.7% 4.10
ATR 1.98 2.02 0.04 1.9% 0.00
Volume 114,695,508 206,149,406 91,453,898 79.7% 747,014,094
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 171.77 170.12 164.83
R3 169.26 167.61 164.14
R2 166.75 166.75 163.91
R1 165.10 165.10 163.68 164.67
PP 164.24 164.24 164.24 164.03
S1 162.59 162.59 163.22 162.16
S2 161.73 161.73 162.99
S3 159.22 160.08 162.76
S4 156.71 157.57 162.07
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
5 165.99 161.30 4.69 2.9% 2.19 1.3% 46% False False 152,385,064
10 165.99 160.25 5.74 3.5% 2.09 1.3% 56% False False 159,271,761
20 169.07 160.25 8.82 5.4% 2.13 1.3% 36% False False 166,291,674
40 169.07 157.54 11.53 7.1% 1.66 1.0% 51% False False 136,008,302
60 169.07 153.55 15.52 9.5% 1.61 1.0% 64% False False 135,145,948
80 169.07 148.73 20.34 12.4% 1.52 0.9% 72% False False 132,680,889
100 169.07 148.73 20.34 12.4% 1.46 0.9% 72% False False 131,971,603
120 169.07 139.54 29.53 18.1% 1.41 0.9% 81% False False 132,329,226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 176.56
2.618 172.46
1.618 169.95
1.000 168.40
0.618 167.44
HIGH 165.89
0.618 164.93
0.500 164.64
0.382 164.34
LOW 163.38
0.618 161.83
1.000 160.87
1.618 159.32
2.618 156.81
4.250 152.71
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 164.64 164.61
PP 164.24 164.22
S1 163.85 163.84

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

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