SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	166.45	168.64	2.19	1.3%	165.23
High	167.73	168.90	1.17	0.7%	166.98
Low	166.45	168.26	1.81	1.1%	163.70
Close	167.63	168.87	1.24	0.7%	166.04
Range	1.28	0.64	-0.64	-50.0%	3.28
ATR	1.59	1.56	-0.02	-1.4%	0.00
Volume	87,559,195	105,847,695	18,288,500	20.9%	462,611,097

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	170.60	170.37	169.22
R3	169.96	169.73	169.05
R2	169.32	169.32	168.99
R1	169.09	169.09	168.93	169.21
PP	168.68	168.68	168.68	168.73
S1	168.45	168.45	168.81	168.57
S2	168.04	168.04	168.75
S3	167.40	167.81	168.69
S4	166.76	167.17	168.52

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	175.41	174.01	167.84
R3	172.13	170.73	166.94
R2	168.85	168.85	166.64
R1	167.45	167.45	166.34	168.15
PP	165.57	165.57	165.57	165.93
S1	164.17	164.17	165.74	164.87
S2	162.29	162.29	165.44
S3	159.01	160.89	165.14
S4	155.73	157.61	164.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168.90	164.14	4.76	2.8%	1.40	0.8%	99%	True	False	102,728,597
10	168.90	163.05	5.85	3.5%	1.61	1.0%	99%	True	False	117,688,187
20	169.90	163.05	6.85	4.1%	1.48	0.9%	85%	False	False	112,432,455
40	170.97	163.05	7.92	4.7%	1.28	0.8%	73%	False	False	103,196,949
60	170.97	155.73	15.24	9.0%	1.45	0.9%	86%	False	False	118,834,281
80	170.97	155.73	15.24	9.0%	1.59	0.9%	86%	False	False	128,867,827
100	170.97	154.12	16.85	10.0%	1.53	0.9%	88%	False	False	125,356,306
120	170.97	153.55	17.42	10.3%	1.52	0.9%	88%	False	False	126,439,693

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.30
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	171.62
2.618	170.58
1.618	169.94
1.000	169.54
0.618	169.30
HIGH	168.90
0.618	168.66
0.500	168.58
0.382	168.50
LOW	168.26
0.618	167.86
1.000	167.62
1.618	167.22
2.618	166.58
4.250	165.54

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	168.77	168.14
PP	168.68	167.42
S1	168.58	166.69

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