SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 162.47 163.86 1.39 0.9% 161.26
High 163.08 164.39 1.31 0.8% 163.08
Low 161.30 163.08 1.78 1.1% 160.22
Close 163.02 163.95 0.93 0.6% 163.02
Range 1.78 1.31 -0.47 -26.4% 2.86
ATR 2.10 2.05 -0.05 -2.5% 0.00
Volume 122,409,898 108,092,398 -14,317,500 -11.7% 484,444,594
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 167.74 167.15 164.67
R3 166.43 165.84 164.31
R2 165.12 165.12 164.19
R1 164.53 164.53 164.07 164.83
PP 163.81 163.81 163.81 163.95
S1 163.22 163.22 163.83 163.52
S2 162.50 162.50 163.71
S3 161.19 161.91 163.59
S4 159.88 160.60 163.23
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
5 164.39 160.22 4.17 2.5% 1.57 1.0% 89% True False 118,507,398
10 164.39 155.73 8.66 5.3% 1.69 1.0% 95% True False 140,186,809
20 165.99 155.73 10.26 6.3% 2.01 1.2% 80% False False 159,960,516
40 169.07 155.73 13.34 8.1% 1.91 1.2% 62% False False 154,155,227
60 169.07 153.55 15.52 9.5% 1.75 1.1% 67% False False 145,555,239
80 169.07 153.55 15.52 9.5% 1.63 1.0% 67% False False 139,598,301
100 169.07 148.73 20.34 12.4% 1.58 1.0% 75% False False 137,790,283
120 169.07 146.20 22.87 13.9% 1.48 0.9% 78% False False 135,033,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 169.96
2.618 167.82
1.618 166.51
1.000 165.70
0.618 165.20
HIGH 164.39
0.618 163.89
0.500 163.74
0.382 163.58
LOW 163.08
0.618 162.27
1.000 161.77
1.618 160.96
2.618 159.65
4.250 157.51
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 163.88 163.40
PP 163.81 162.85
S1 163.74 162.31

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

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