SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 166.79 164.36 -2.43 -1.5% 165.64
High 167.30 166.00 -1.30 -0.8% 166.83
Low 165.89 163.21 -2.68 -1.6% 164.19
Close 166.00 163.33 -2.67 -1.6% 166.62
Range 1.41 2.79 1.38 97.9% 2.64
ATR 1.43 1.53 0.10 6.8% 0.00
Volume 89,705,000 158,621,703 68,916,703 76.8% 537,627,024
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 172.55 170.73 164.86
R3 169.76 167.94 164.10
R2 166.97 166.97 163.84
R1 165.15 165.15 163.59 164.67
PP 164.18 164.18 164.18 163.94
S1 162.36 162.36 163.07 161.88
S2 161.39 161.39 162.82
S3 158.60 159.57 162.56
S4 155.81 156.78 161.80
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
5 167.30 163.21 4.09 2.5% 1.70 1.0% 3% False True 120,044,382
10 169.80 163.21 6.59 4.0% 1.49 0.9% 2% False True 114,958,293
20 170.97 163.21 7.76 4.8% 1.30 0.8% 2% False True 103,169,271
40 170.97 160.22 10.75 6.6% 1.26 0.8% 29% False False 103,004,567
60 170.97 155.73 15.24 9.3% 1.56 1.0% 50% False False 126,945,715
80 170.97 155.73 15.24 9.3% 1.55 1.0% 50% False False 127,340,105
100 170.97 153.55 17.42 10.7% 1.55 0.9% 56% False False 128,272,614
120 170.97 153.55 17.42 10.7% 1.49 0.9% 56% False False 126,941,711
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 0.45
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 177.86
2.618 173.30
1.618 170.51
1.000 168.79
0.618 167.72
HIGH 166.00
0.618 164.93
0.500 164.61
0.382 164.28
LOW 163.21
0.618 161.49
1.000 160.42
1.618 158.70
2.618 155.91
4.250 151.35
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 164.61 165.26
PP 164.18 164.61
S1 163.76 163.97

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

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