SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	166.55	166.79	0.24	0.1%	165.64
High	166.83	167.30	0.47	0.3%	166.83
Low	165.77	165.89	0.12	0.1%	164.19
Close	166.62	166.00	-0.62	-0.4%	166.62
Range	1.06	1.41	0.35	33.0%	2.64
ATR	1.43	1.43	0.00	-0.1%	0.00
Volume	90,893,508	89,705,000	-1,188,508	-1.3%	537,627,024

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.63	169.72	166.78
R3	169.22	168.31	166.39
R2	167.81	167.81	166.26
R1	166.90	166.90	166.13	166.65
PP	166.40	166.40	166.40	166.27
S1	165.49	165.49	165.87	165.24
S2	164.99	164.99	165.74
S3	163.58	164.08	165.61
S4	162.17	162.67	165.22

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	173.80	172.85	168.07
R3	171.16	170.21	167.35
R2	168.52	168.52	167.10
R1	167.57	167.57	166.86	168.05
PP	165.88	165.88	165.88	166.12
S1	164.93	164.93	166.38	165.41
S2	163.24	163.24	166.14
S3	160.60	162.29	165.89
S4	157.96	159.65	165.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167.30	164.19	3.11	1.9%	1.41	0.9%	58%	True	False	106,178,903
10	169.90	164.19	5.71	3.4%	1.36	0.8%	32%	False	False	107,176,722
20	170.97	164.19	6.78	4.1%	1.21	0.7%	27%	False	False	99,499,031
40	170.97	160.22	10.75	6.5%	1.23	0.7%	54%	False	False	102,337,894
60	170.97	155.73	15.24	9.2%	1.54	0.9%	67%	False	False	127,108,530
80	170.97	155.73	15.24	9.2%	1.55	0.9%	67%	False	False	127,159,859
100	170.97	153.55	17.42	10.5%	1.53	0.9%	71%	False	False	128,283,014
120	170.97	153.55	17.42	10.5%	1.47	0.9%	71%	False	False	126,337,374

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	173.29
2.618	170.99
1.618	169.58
1.000	168.71
0.618	168.17
HIGH	167.30
0.618	166.76
0.500	166.60
0.382	166.43
LOW	165.89
0.618	165.02
1.000	164.48
1.618	163.61
2.618	162.20
4.250	159.90

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	166.60	166.10
PP	166.40	166.06
S1	166.20	166.03

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