SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 160.48 162.47 1.99 1.2% 161.26
High 161.77 163.08 1.31 0.8% 163.08
Low 160.22 161.30 1.08 0.7% 160.22
Close 161.28 163.02 1.74 1.1% 163.02
Range 1.55 1.78 0.23 14.8% 2.86
ATR 2.13 2.10 -0.02 -1.1% 0.00
Volume 75,216,305 122,409,898 47,193,593 62.7% 484,444,594
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 167.81 167.19 164.00
R3 166.03 165.41 163.51
R2 164.25 164.25 163.35
R1 163.63 163.63 163.18 163.94
PP 162.47 162.47 162.47 162.62
S1 161.85 161.85 162.86 162.16
S2 160.69 160.69 162.69
S3 158.91 160.07 162.53
S4 157.13 158.29 162.04
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 170.69 169.71 164.59
R3 167.83 166.85 163.81
R2 164.97 164.97 163.54
R1 163.99 163.99 163.28 164.48
PP 162.11 162.11 162.11 162.35
S1 161.13 161.13 162.76 161.62
S2 159.25 159.25 162.50
S3 156.39 158.27 162.23
S4 153.53 155.41 161.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163.08 159.86 3.22 2.0% 1.61 1.0% 98% True False 128,969,497
10 163.08 155.73 7.35 4.5% 1.79 1.1% 99% True False 156,570,760
20 165.99 155.73 10.26 6.3% 2.04 1.2% 71% False False 163,972,781
40 169.07 155.73 13.34 8.2% 1.91 1.2% 55% False False 154,121,380
60 169.07 153.55 15.52 9.5% 1.74 1.1% 61% False False 145,589,406
80 169.07 153.55 15.52 9.5% 1.63 1.0% 61% False False 139,404,031
100 169.07 148.73 20.34 12.5% 1.57 1.0% 70% False False 137,363,285
120 169.07 146.20 22.87 14.0% 1.48 0.9% 74% False False 134,879,063
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
4.250 170.65
2.618 167.74
1.618 165.96
1.000 164.86
0.618 164.18
HIGH 163.08
0.618 162.40
0.500 162.19
0.382 161.98
LOW 161.30
0.618 160.20
1.000 159.52
1.618 158.42
2.618 156.64
4.250 153.74
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 162.74 162.56
PP 162.47 162.11
S1 162.19 161.65

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

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