SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	157.41	158.48	1.07	0.7%	164.29
High	158.43	160.10	1.67	1.1%	165.99
Low	155.73	157.42	1.69	1.1%	157.47
Close	157.06	158.58	1.52	1.0%	159.07
Range	2.70	2.68	-0.02	-0.7%	8.52
ATR	2.28	2.34	0.05	2.4%	0.00
Volume	222,334,703	162,262,000	-60,072,703	-27.0%	1,050,328,133

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	166.74	165.34	160.05
R3	164.06	162.66	159.32
R2	161.38	161.38	159.07
R1	159.98	159.98	158.83	160.68
PP	158.70	158.70	158.70	159.05
S1	157.30	157.30	158.33	158.00
S2	156.02	156.02	158.09
S3	153.34	154.62	157.84
S4	150.66	151.94	157.11

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	186.40	181.26	163.76
R3	177.88	172.74	161.41
R2	169.36	169.36	160.63
R1	164.22	164.22	159.85	162.53
PP	160.84	160.84	160.84	160.00
S1	155.70	155.70	158.29	154.01
S2	152.32	152.32	157.51
S3	143.80	147.18	156.73
S4	135.28	138.66	154.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165.89	155.73	10.16	6.4%	2.93	1.9%	28%	False	False	236,786,765
10	165.99	155.73	10.26	6.5%	2.59	1.6%	28%	False	False	191,676,663
20	166.59	155.73	10.86	6.8%	2.27	1.4%	26%	False	False	177,663,431
40	169.07	155.73	13.34	8.4%	1.86	1.2%	21%	False	False	150,145,295
60	169.07	153.55	15.52	9.8%	1.74	1.1%	32%	False	False	144,960,127
80	169.07	151.52	17.55	11.1%	1.58	1.0%	40%	False	False	136,967,214
100	169.07	148.73	20.34	12.8%	1.55	1.0%	48%	False	False	137,094,694
120	169.07	144.98	24.09	15.2%	1.44	0.9%	56%	False	False	134,204,611

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	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	171.49
2.618	167.12
1.618	164.44
1.000	162.78
0.618	161.76
HIGH	160.10
0.618	159.08
0.500	158.76
0.382	158.44
LOW	157.42
0.618	155.76
1.000	154.74
1.618	153.08
2.618	150.40
4.250	146.03

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	158.76	158.36
PP	158.70	158.14
S1	158.64	157.92

Download as Excel Spreadsheet

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

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