SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 168.94 169.99 1.05 0.6% 169.41
High 169.85 170.81 0.96 0.6% 169.86
Low 168.49 169.90 1.41 0.8% 167.52
Close 168.71 170.66 1.95 1.2% 169.11
Range 1.36 0.91 -0.45 -33.1% 2.34
ATR 1.44 1.49 0.05 3.3% 0.00
Volume 142,388,609 110,438,398 -31,950,211 -22.4% 492,142,984
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 173.19 172.83 171.16
R3 172.28 171.92 170.91
R2 171.37 171.37 170.83
R1 171.01 171.01 170.74 171.19
PP 170.46 170.46 170.46 170.55
S1 170.10 170.10 170.58 170.28
S2 169.55 169.55 170.49
S3 168.64 169.19 170.41
S4 167.73 168.28 170.16
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 175.85 174.82 170.40
R3 173.51 172.48 169.75
R2 171.17 171.17 169.54
R1 170.14 170.14 169.32 169.49
PP 168.83 168.83 168.83 168.50
S1 167.80 167.80 168.90 167.15
S2 166.49 166.49 168.68
S3 164.15 165.46 168.47
S4 161.81 163.12 167.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.81 167.52 3.29 1.9% 1.19 0.7% 95% True False 105,140,699
10 170.81 167.52 3.29 1.9% 1.12 0.7% 95% True False 101,386,338
20 170.81 161.30 9.51 5.6% 1.18 0.7% 98% True False 103,977,218
40 170.81 155.73 15.08 8.8% 1.62 1.0% 99% True False 135,920,387
60 170.81 155.73 15.08 8.8% 1.65 1.0% 99% True False 136,990,146
80 170.81 153.55 17.26 10.1% 1.60 0.9% 99% True False 135,352,622
100 170.81 153.55 17.26 10.1% 1.53 0.9% 99% True False 132,152,126
120 170.81 148.73 22.08 12.9% 1.50 0.9% 99% True False 131,393,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 174.68
2.618 173.19
1.618 172.28
1.000 171.72
0.618 171.37
HIGH 170.81
0.618 170.46
0.500 170.36
0.382 170.25
LOW 169.90
0.618 169.34
1.000 168.99
1.618 168.43
2.618 167.52
4.250 166.03
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 170.56 170.27
PP 170.46 169.89
S1 170.36 169.50

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

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