SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 109.86 111.65 1.79 1.6% 106.58
High 110.85 111.68 0.83 0.7% 110.99
Low 109.81 110.62 0.81 0.7% 104.49
Close 110.41 110.92 0.51 0.5% 110.89
Range 1.04 1.06 0.02 1.9% 6.50
ATR 1.74 1.71 -0.03 -1.9% 0.00
Volume 149,910,272 146,947,039 -2,963,233 -2.0% 1,076,184,407
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 114.25 113.65 111.50
R3 113.19 112.59 111.21
R2 112.13 112.13 111.11
R1 111.53 111.53 111.02 111.30
PP 111.07 111.07 111.07 110.96
S1 110.47 110.47 110.82 110.24
S2 110.01 110.01 110.73
S3 108.95 109.41 110.63
S4 107.89 108.35 110.34
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 128.29 126.09 114.47
R3 121.79 119.59 112.68
R2 115.29 115.29 112.08
R1 113.09 113.09 111.49 114.19
PP 108.79 108.79 108.79 109.34
S1 106.59 106.59 110.29 107.69
S2 102.29 102.29 109.70
S3 95.79 100.09 109.10
S4 89.29 93.59 107.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.68 108.49 3.19 2.9% 1.02 0.9% 76% True False 161,349,943
10 111.68 104.31 7.37 6.6% 1.45 1.3% 90% True False 201,168,978
20 111.68 104.29 7.39 6.7% 1.47 1.3% 90% True False 205,141,364
40 113.18 104.29 8.89 8.0% 1.54 1.4% 75% False False 208,019,122
60 113.20 101.13 12.07 10.9% 1.60 1.4% 81% False False 217,008,468
80 115.22 101.13 14.09 12.7% 1.81 1.6% 69% False False 242,778,128
100 122.12 101.13 20.99 18.9% 1.93 1.7% 47% False False 254,475,432
120 122.12 101.13 20.99 18.9% 1.80 1.6% 47% False False 240,474,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.19
2.618 114.46
1.618 113.40
1.000 112.74
0.618 112.34
HIGH 111.68
0.618 111.28
0.500 111.15
0.382 111.02
LOW 110.62
0.618 109.96
1.000 109.56
1.618 108.90
2.618 107.84
4.250 106.12
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 111.15 110.82
PP 111.07 110.72
S1 111.00 110.62

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

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