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

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