SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 167.40 165.80 -1.60 -1.0% 167.48
High 167.62 166.20 -1.42 -0.8% 169.50
Low 165.36 164.53 -0.83 -0.5% 166.84
Close 165.48 165.60 0.12 0.1% 168.89
Range 2.26 1.67 -0.59 -26.1% 2.66
ATR 1.59 1.59 0.01 0.4% 0.00
Volume 178,014,797 168,972,797 -9,042,000 -5.1% 658,024,210
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 170.45 169.70 166.52
R3 168.78 168.03 166.06
R2 167.11 167.11 165.91
R1 166.36 166.36 165.75 165.90
PP 165.44 165.44 165.44 165.22
S1 164.69 164.69 165.45 164.23
S2 163.77 163.77 165.29
S3 162.10 163.02 165.14
S4 160.43 161.35 164.68
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 176.39 175.30 170.35
R3 173.73 172.64 169.62
R2 171.07 171.07 169.38
R1 169.98 169.98 169.13 170.53
PP 168.41 168.41 168.41 168.68
S1 167.32 167.32 168.65 167.87
S2 165.75 165.75 168.40
S3 163.09 164.66 168.16
S4 160.43 162.00 167.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.06 164.53 4.53 2.7% 1.75 1.1% 24% False True 143,371,882
10 170.17 164.53 5.64 3.4% 1.50 0.9% 19% False True 127,759,491
20 173.60 164.53 9.07 5.5% 1.39 0.8% 12% False True 122,672,165
40 173.60 163.05 10.55 6.4% 1.42 0.9% 24% False False 117,895,805
60 173.60 163.05 10.55 6.4% 1.31 0.8% 24% False False 109,786,084
80 173.60 155.73 17.87 10.8% 1.42 0.9% 55% False False 119,271,881
100 173.60 155.73 17.87 10.8% 1.55 0.9% 55% False False 127,276,143
120 173.60 154.75 18.85 11.4% 1.50 0.9% 58% False False 124,449,435
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 173.30
2.618 170.57
1.618 168.90
1.000 167.87
0.618 167.23
HIGH 166.20
0.618 165.56
0.500 165.37
0.382 165.17
LOW 164.53
0.618 163.50
1.000 162.86
1.618 161.83
2.618 160.16
4.250 157.43
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 165.52 166.49
PP 165.44 166.19
S1 165.37 165.90

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

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