SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 169.32 168.84 -0.48 -0.3% 170.49
High 170.17 169.14 -1.03 -0.6% 170.65
Low 169.05 168.47 -0.58 -0.3% 168.47
Close 169.69 168.91 -0.78 -0.5% 168.91
Range 1.12 0.67 -0.45 -40.2% 2.18
ATR 1.45 1.43 -0.02 -1.1% 0.00
Volume 77,146,797 99,141,203 21,994,406 28.5% 504,543,796
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 170.85 170.55 169.28
R3 170.18 169.88 169.09
R2 169.51 169.51 169.03
R1 169.21 169.21 168.97 169.36
PP 168.84 168.84 168.84 168.92
S1 168.54 168.54 168.85 168.69
S2 168.17 168.17 168.79
S3 167.50 167.87 168.73
S4 166.83 167.20 168.54
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 175.88 174.58 170.11
R3 173.70 172.40 169.51
R2 171.52 171.52 169.31
R1 170.22 170.22 169.11 169.78
PP 169.34 169.34 169.34 169.13
S1 168.04 168.04 168.71 167.60
S2 167.16 167.16 168.51
S3 164.98 165.86 168.31
S4 162.80 163.68 167.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 170.65 168.47 2.18 1.3% 1.09 0.6% 20% False True 100,908,759
10 173.60 168.47 5.13 3.0% 1.30 0.8% 9% False True 119,619,980
20 173.60 163.17 10.43 6.2% 1.29 0.8% 55% False False 111,881,453
40 173.60 163.05 10.55 6.2% 1.32 0.8% 56% False False 106,887,519
60 173.60 161.30 12.30 7.3% 1.27 0.8% 62% False False 105,917,419
80 173.60 155.73 17.87 10.6% 1.47 0.9% 74% False False 121,403,953
100 173.60 155.73 17.87 10.6% 1.52 0.9% 74% False False 124,949,095
120 173.60 153.55 20.05 11.9% 1.51 0.9% 77% False False 125,864,255
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 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 171.99
2.618 170.89
1.618 170.22
1.000 169.81
0.618 169.55
HIGH 169.14
0.618 168.88
0.500 168.81
0.382 168.73
LOW 168.47
0.618 168.06
1.000 167.80
1.618 167.39
2.618 166.72
4.250 165.62
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 168.88 169.32
PP 168.84 169.18
S1 168.81 169.05

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

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