SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 182.54 183.34 0.80 0.4% 178.95
High 183.01 183.96 0.95 0.5% 181.99
Low 182.53 183.32 0.79 0.4% 177.32
Close 182.93 183.86 0.93 0.5% 181.56
Range 0.48 0.64 0.16 33.3% 4.67
ATR 1.40 1.38 -0.03 -1.9% 0.00
Volume 45,368,801 63,365,203 17,996,402 39.7% 754,373,273
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 185.63 185.39 184.21
R3 184.99 184.75 184.04
R2 184.35 184.35 183.98
R1 184.11 184.11 183.92 184.23
PP 183.71 183.71 183.71 183.78
S1 183.47 183.47 183.80 183.59
S2 183.07 183.07 183.74
S3 182.43 182.83 183.68
S4 181.79 182.19 183.51
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 194.30 192.60 184.13
R3 189.63 187.93 182.84
R2 184.96 184.96 182.42
R1 183.26 183.26 181.99 184.11
PP 180.29 180.29 180.29 180.72
S1 178.59 178.59 181.13 179.44
S2 175.62 175.62 180.70
S3 170.95 173.92 180.28
S4 166.28 169.25 178.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 183.96 180.57 3.39 1.8% 0.82 0.4% 97% True False 105,543,441
10 183.96 177.32 6.64 3.6% 1.26 0.7% 98% True False 117,207,717
20 183.96 177.32 6.64 3.6% 1.21 0.7% 98% True False 107,121,088
40 183.96 174.76 9.20 5.0% 1.29 0.7% 99% True False 105,812,120
60 183.96 164.53 19.43 10.6% 1.33 0.7% 99% True False 112,221,122
80 183.96 164.14 19.82 10.8% 1.32 0.7% 99% True False 112,058,629
100 183.96 163.05 20.91 11.4% 1.34 0.7% 100% True False 111,346,767
120 183.96 163.05 20.91 11.4% 1.30 0.7% 100% True False 109,407,566
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 186.68
2.618 185.64
1.618 185.00
1.000 184.60
0.618 184.36
HIGH 183.96
0.618 183.72
0.500 183.64
0.382 183.56
LOW 183.32
0.618 182.92
1.000 182.68
1.618 182.28
2.618 181.64
4.250 180.60
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 183.79 183.58
PP 183.71 183.30
S1 183.64 183.02

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

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