SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 112.58 112.50 -0.08 -0.1% 110.37
High 112.95 113.29 0.34 0.3% 111.68
Low 112.13 112.08 -0.05 0.0% 109.55
Close 112.72 112.65 -0.07 -0.1% 111.48
Range 0.82 1.21 0.39 47.6% 2.13
ATR 1.63 1.60 -0.03 -1.8% 0.00
Volume 177,948,371 209,368,886 31,420,515 17.7% 566,433,134
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 116.30 115.69 113.32
R3 115.09 114.48 112.98
R2 113.88 113.88 112.87
R1 113.27 113.27 112.76 113.58
PP 112.67 112.67 112.67 112.83
S1 112.06 112.06 112.54 112.37
S2 111.46 111.46 112.43
S3 110.25 110.85 112.32
S4 109.04 109.64 111.98
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 117.29 116.52 112.65
R3 115.16 114.39 112.07
R2 113.03 113.03 111.87
R1 112.26 112.26 111.68 112.65
PP 110.90 110.90 110.90 111.10
S1 110.13 110.13 111.29 110.52
S2 108.77 108.77 111.09
S3 106.64 108.00 110.90
S4 104.51 105.87 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.29 109.81 3.48 3.1% 0.97 0.9% 82% True False 162,385,346
10 113.29 104.49 8.80 7.8% 1.13 1.0% 93% True False 186,303,085
20 113.29 104.29 9.00 8.0% 1.42 1.3% 93% True False 203,629,285
40 113.29 104.29 9.00 8.0% 1.46 1.3% 93% True False 203,377,852
60 113.29 101.13 12.16 10.8% 1.59 1.4% 95% True False 214,709,317
80 113.29 101.13 12.16 10.8% 1.74 1.5% 95% True False 233,169,849
100 122.12 101.13 20.99 18.6% 1.92 1.7% 55% False False 253,732,616
120 122.12 101.13 20.99 18.6% 1.80 1.6% 55% False False 240,076,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118.43
2.618 116.46
1.618 115.25
1.000 114.50
0.618 114.04
HIGH 113.29
0.618 112.83
0.500 112.69
0.382 112.54
LOW 112.08
0.618 111.33
1.000 110.87
1.618 110.12
2.618 108.91
4.250 106.94
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 112.69 112.46
PP 112.67 112.27
S1 112.66 112.08

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

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