SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 173.86 174.45 0.59 0.3% 169.21
High 174.51 174.75 0.24 0.1% 174.51
Low 173.51 174.01 0.50 0.3% 169.08
Close 174.39 174.40 0.01 0.0% 174.39
Range 1.00 0.74 -0.26 -26.0% 5.43
ATR 1.77 1.70 -0.07 -4.2% 0.00
Volume 138,315,609 104,103,508 -34,212,101 -24.7% 696,971,812
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 176.61 176.24 174.81
R3 175.87 175.50 174.60
R2 175.13 175.13 174.54
R1 174.76 174.76 174.47 174.58
PP 174.39 174.39 174.39 174.29
S1 174.02 174.02 174.33 173.84
S2 173.65 173.65 174.26
S3 172.91 173.28 174.20
S4 172.17 172.54 173.99
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 188.95 187.10 177.38
R3 183.52 181.67 175.88
R2 178.09 178.09 175.39
R1 176.24 176.24 174.89 177.17
PP 172.66 172.66 172.66 173.12
S1 170.81 170.81 173.89 171.74
S2 167.23 167.23 173.39
S3 161.80 165.38 172.90
S4 156.37 159.95 171.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 174.75 169.47 5.28 3.0% 1.39 0.8% 93% True False 137,793,782
10 174.75 164.53 10.22 5.9% 1.64 0.9% 97% True False 144,905,731
20 174.75 164.53 10.22 5.9% 1.50 0.9% 97% True False 130,165,201
40 174.75 163.05 11.70 6.7% 1.47 0.8% 97% True False 122,916,142
60 174.75 163.05 11.70 6.7% 1.38 0.8% 97% True False 114,946,107
80 174.75 159.86 14.89 8.5% 1.35 0.8% 98% True False 113,510,742
100 174.75 155.73 19.02 10.9% 1.53 0.9% 98% True False 126,303,025
120 174.75 155.73 19.02 10.9% 1.52 0.9% 98% True False 125,801,141
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 177.90
2.618 176.69
1.618 175.95
1.000 175.49
0.618 175.21
HIGH 174.75
0.618 174.47
0.500 174.38
0.382 174.29
LOW 174.01
0.618 173.55
1.000 173.27
1.618 172.81
2.618 172.07
4.250 170.87
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 174.39 173.95
PP 174.39 173.50
S1 174.38 173.05

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

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