SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	170.28	170.57	0.29	0.2%	168.68
High	170.97	170.96	-0.01	0.0%	170.97
Low	170.05	170.35	0.30	0.2%	168.11
Close	170.95	170.70	-0.25	-0.1%	170.95
Range	0.92	0.61	-0.31	-33.7%	2.86
ATR	1.45	1.39	-0.06	-4.1%	0.00
Volume	91,116,594	54,072,602	-37,043,992	-40.7%	509,005,601

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	172.50	172.21	171.04
R3	171.89	171.60	170.87
R2	171.28	171.28	170.81
R1	170.99	170.99	170.76	171.14
PP	170.67	170.67	170.67	170.74
S1	170.38	170.38	170.64	170.53
S2	170.06	170.06	170.59
S3	169.45	169.77	170.53
S4	168.84	169.16	170.36

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	168.19	2.78	1.6%	0.98	0.6%	90%	False	False	96,646,620
10	170.97	167.52	3.45	2.0%	1.11	0.6%	92%	False	False	97,579,269
20	170.97	164.27	6.70	3.9%	1.10	0.6%	96%	False	False	99,711,563
40	170.97	155.73	15.24	8.9%	1.55	0.9%	98%	False	False	129,836,039
60	170.97	155.73	15.24	8.9%	1.64	1.0%	98%	False	False	136,007,339
80	170.97	153.55	17.42	10.2%	1.58	0.9%	98%	False	False	134,094,320
100	170.97	153.55	17.42	10.2%	1.53	0.9%	98%	False	False	131,620,953
120	170.97	148.73	22.24	13.0%	1.50	0.9%	99%	False	False	131,443,830

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	173.55
2.618	172.56
1.618	171.95
1.000	171.57
0.618	171.34
HIGH	170.96
0.618	170.73
0.500	170.66
0.382	170.58
LOW	170.35
0.618	169.97
1.000	169.74
1.618	169.36
2.618	168.75
4.250	167.76

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	170.69	170.61
PP	170.67	170.52
S1	170.66	170.44

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