SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 169.99 170.28 0.29 0.2% 168.68
High 170.81 170.97 0.16 0.1% 170.97
Low 169.90 170.05 0.15 0.1% 168.11
Close 170.66 170.95 0.29 0.2% 170.95
Range 0.91 0.92 0.01 1.1% 2.86
ATR 1.49 1.45 -0.04 -2.7% 0.00
Volume 110,438,398 91,116,594 -19,321,804 -17.5% 509,005,601
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 173.42 173.10 171.46
R3 172.50 172.18 171.20
R2 171.58 171.58 171.12
R1 171.26 171.26 171.03 171.42
PP 170.66 170.66 170.66 170.74
S1 170.34 170.34 170.87 170.50
S2 169.74 169.74 170.78
S3 168.82 169.42 170.70
S4 167.90 168.50 170.44
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 178.59 177.63 172.52
R3 175.73 174.77 171.74
R2 172.87 172.87 171.47
R1 171.91 171.91 171.21 172.39
PP 170.01 170.01 170.01 170.25
S1 169.05 169.05 170.69 169.53
S2 167.15 167.15 170.43
S3 164.29 166.19 170.16
S4 161.43 163.33 169.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.97 168.11 2.86 1.7% 1.05 0.6% 99% True False 101,801,120
10 170.97 167.52 3.45 2.0% 1.12 0.7% 99% True False 100,114,858
20 170.97 163.08 7.89 4.6% 1.13 0.7% 100% True False 102,412,553
40 170.97 155.73 15.24 8.9% 1.58 0.9% 100% True False 133,192,667
60 170.97 155.73 15.24 8.9% 1.65 1.0% 100% True False 136,885,104
80 170.97 153.55 17.42 10.2% 1.59 0.9% 100% True False 134,795,192
100 170.97 153.55 17.42 10.2% 1.53 0.9% 100% True False 132,005,735
120 170.97 148.73 22.24 13.0% 1.50 0.9% 100% True False 131,538,163
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174.88
2.618 173.38
1.618 172.46
1.000 171.89
0.618 171.54
HIGH 170.97
0.618 170.62
0.500 170.51
0.382 170.40
LOW 170.05
0.618 169.48
1.000 169.13
1.618 168.56
2.618 167.64
4.250 166.14
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 170.80 170.54
PP 170.66 170.14
S1 170.51 169.73

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

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