SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 166.06 165.64 -0.42 -0.3% 168.46
High 166.63 166.21 -0.42 -0.3% 169.90
Low 165.50 164.76 -0.74 -0.4% 165.50
Close 165.83 164.77 -1.06 -0.6% 165.83
Range 1.13 1.45 0.32 28.3% 4.40
ATR 1.40 1.40 0.00 0.2% 0.00
Volume 130,868,398 96,437,508 -34,430,890 -26.3% 513,028,398
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 169.60 168.63 165.57
R3 168.15 167.18 165.17
R2 166.70 166.70 165.04
R1 165.73 165.73 164.90 165.49
PP 165.25 165.25 165.25 165.13
S1 164.28 164.28 164.64 164.04
S2 163.80 163.80 164.50
S3 162.35 162.83 164.37
S4 160.90 161.38 163.97
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 180.28 177.45 168.25
R3 175.88 173.05 167.04
R2 171.48 171.48 166.64
R1 168.65 168.65 166.23 167.87
PP 167.08 167.08 167.08 166.68
S1 164.25 164.25 165.43 163.47
S2 162.68 162.68 165.02
S3 158.28 159.85 164.62
S4 153.88 155.45 163.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.90 164.76 5.14 3.1% 1.30 0.8% 0% False True 108,174,542
10 170.74 164.76 5.98 3.6% 1.23 0.7% 0% False True 97,585,300
20 170.97 164.76 6.21 3.8% 1.17 0.7% 0% False True 97,582,285
40 170.97 155.73 15.24 9.2% 1.28 0.8% 59% False False 109,298,809
60 170.97 155.73 15.24 9.2% 1.58 1.0% 59% False False 130,597,961
80 170.97 155.73 15.24 9.2% 1.53 0.9% 59% False False 127,220,382
100 170.97 153.55 17.42 10.6% 1.53 0.9% 64% False False 128,870,900
120 170.97 150.41 20.56 12.5% 1.46 0.9% 70% False False 127,018,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 172.37
2.618 170.01
1.618 168.56
1.000 167.66
0.618 167.11
HIGH 166.21
0.618 165.66
0.500 165.49
0.382 165.31
LOW 164.76
0.618 163.86
1.000 163.31
1.618 162.41
2.618 160.96
4.250 158.60
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 165.49 166.10
PP 165.25 165.65
S1 165.01 165.21

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

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