SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 169.41 169.53 0.12 0.1% 170.57
High 169.90 169.80 -0.10 -0.1% 170.96
Low 168.41 168.70 0.29 0.2% 168.55
Close 169.61 168.74 -0.87 -0.5% 169.31
Range 1.49 1.10 -0.39 -26.2% 2.41
ATR 1.34 1.33 -0.02 -1.3% 0.00
Volume 80,806,000 79,829,102 -976,898 -1.2% 420,459,704
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 172.38 171.66 169.35
R3 171.28 170.56 169.04
R2 170.18 170.18 168.94
R1 169.46 169.46 168.84 169.27
PP 169.08 169.08 169.08 168.99
S1 168.36 168.36 168.64 168.17
S2 167.98 167.98 168.54
S3 166.88 167.26 168.44
S4 165.78 166.16 168.14
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 176.84 175.48 170.64
R3 174.43 173.07 169.97
R2 172.02 172.02 169.75
R1 170.66 170.66 169.53 170.14
PP 169.61 169.61 169.61 169.34
S1 168.25 168.25 169.09 167.73
S2 167.20 167.20 168.87
S3 164.79 165.84 168.65
S4 162.38 163.43 167.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.18 168.38 1.80 1.1% 1.23 0.7% 20% False False 84,653,181
10 170.97 168.38 2.59 1.5% 1.09 0.6% 14% False False 85,124,299
20 170.97 167.52 3.45 2.0% 1.11 0.7% 35% False False 92,914,408
40 170.97 155.73 15.24 9.0% 1.41 0.8% 85% False False 119,776,297
60 170.97 155.73 15.24 9.0% 1.63 1.0% 85% False False 133,442,336
80 170.97 155.73 15.24 9.0% 1.53 0.9% 85% False False 127,392,197
100 170.97 153.55 17.42 10.3% 1.53 0.9% 87% False False 128,449,816
120 170.97 148.73 22.24 13.2% 1.50 0.9% 90% False False 128,709,986
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 174.48
2.618 172.68
1.618 171.58
1.000 170.90
0.618 170.48
HIGH 169.80
0.618 169.38
0.500 169.25
0.382 169.12
LOW 168.70
0.618 168.02
1.000 167.60
1.618 166.92
2.618 165.82
4.250 164.03
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 169.25 169.14
PP 169.08 169.01
S1 168.91 168.87

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

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