SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 165.80 167.29 1.49 0.9% 167.48
High 166.20 169.26 3.06 1.8% 169.50
Low 164.53 167.23 2.70 1.6% 166.84
Close 165.60 169.17 3.57 2.2% 168.89
Range 1.67 2.03 0.36 21.6% 2.66
ATR 1.59 1.74 0.15 9.3% 0.00
Volume 168,972,797 195,954,703 26,981,906 16.0% 658,024,210
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 174.64 173.94 170.29
R3 172.61 171.91 169.73
R2 170.58 170.58 169.54
R1 169.88 169.88 169.36 170.23
PP 168.55 168.55 168.55 168.73
S1 167.85 167.85 168.98 168.20
S2 166.52 166.52 168.80
S3 164.49 165.82 168.61
S4 162.46 163.79 168.05
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
5 169.26 164.53 4.73 2.8% 1.74 1.0% 98% True False 147,223,142
10 169.50 164.53 4.97 2.9% 1.59 0.9% 93% False False 139,640,281
20 173.60 164.53 9.07 5.4% 1.45 0.9% 51% False False 128,309,455
40 173.60 163.05 10.55 6.2% 1.45 0.9% 58% False False 120,798,945
60 173.60 163.05 10.55 6.2% 1.34 0.8% 58% False False 111,504,099
80 173.60 155.73 17.87 10.6% 1.43 0.8% 75% False False 120,287,621
100 173.60 155.73 17.87 10.6% 1.56 0.9% 75% False False 128,384,979
120 173.60 155.73 17.87 10.6% 1.50 0.9% 75% False False 125,194,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177.89
2.618 174.57
1.618 172.54
1.000 171.29
0.618 170.51
HIGH 169.26
0.618 168.48
0.500 168.25
0.382 168.01
LOW 167.23
0.618 165.98
1.000 165.20
1.618 163.95
2.618 161.92
4.250 158.60
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 168.86 168.41
PP 168.55 167.65
S1 168.25 166.90

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

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