SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 170.57 170.37 -0.20 -0.1% 168.68
High 170.96 170.74 -0.22 -0.1% 170.97
Low 170.35 169.35 -1.00 -0.6% 168.11
Close 170.70 169.73 -0.97 -0.6% 170.95
Range 0.61 1.39 0.78 127.9% 2.86
ATR 1.39 1.39 0.00 0.0% 0.00
Volume 54,072,602 87,494,891 33,422,289 61.8% 509,005,601
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 174.11 173.31 170.49
R3 172.72 171.92 170.11
R2 171.33 171.33 169.98
R1 170.53 170.53 169.86 170.24
PP 169.94 169.94 169.94 169.79
S1 169.14 169.14 169.60 168.85
S2 168.55 168.55 169.48
S3 167.16 167.75 169.35
S4 165.77 166.36 168.97
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
5 170.97 168.49 2.48 1.5% 1.04 0.6% 50% False False 97,102,218
10 170.97 167.52 3.45 2.0% 1.17 0.7% 64% False False 98,245,798
20 170.97 164.63 6.34 3.7% 1.11 0.7% 80% False False 98,121,412
40 170.97 155.73 15.24 9.0% 1.56 0.9% 92% False False 129,381,736
60 170.97 155.73 15.24 9.0% 1.64 1.0% 92% False False 135,745,541
80 170.97 153.55 17.42 10.3% 1.59 0.9% 93% False False 133,733,508
100 170.97 153.55 17.42 10.3% 1.53 0.9% 93% False False 131,232,604
120 170.97 148.73 22.24 13.1% 1.50 0.9% 94% False False 131,486,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 176.65
2.618 174.38
1.618 172.99
1.000 172.13
0.618 171.60
HIGH 170.74
0.618 170.21
0.500 170.05
0.382 169.88
LOW 169.35
0.618 168.49
1.000 167.96
1.618 167.10
2.618 165.71
4.250 163.44
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 170.05 170.16
PP 169.94 170.02
S1 169.84 169.87

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

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