SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 112.50 112.32 -0.18 -0.2% 110.37
High 113.29 113.21 -0.08 -0.1% 111.68
Low 112.08 111.98 -0.10 -0.1% 109.55
Close 112.65 113.08 0.43 0.4% 111.48
Range 1.21 1.23 0.02 1.7% 2.13
ATR 1.60 1.57 -0.03 -1.6% 0.00
Volume 209,368,886 168,437,000 -40,931,886 -19.6% 566,433,134
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 116.45 115.99 113.76
R3 115.22 114.76 113.42
R2 113.99 113.99 113.31
R1 113.53 113.53 113.19 113.76
PP 112.76 112.76 112.76 112.87
S1 112.30 112.30 112.97 112.53
S2 111.53 111.53 112.85
S3 110.30 111.07 112.74
S4 109.07 109.84 112.40
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
5 113.29 110.62 2.67 2.4% 1.01 0.9% 92% False False 166,090,692
10 113.29 106.66 6.63 5.9% 1.11 1.0% 97% False False 175,782,059
20 113.29 104.29 9.00 8.0% 1.41 1.2% 98% False False 203,444,997
40 113.29 104.29 9.00 8.0% 1.42 1.3% 98% False False 201,141,310
60 113.29 101.13 12.16 10.8% 1.57 1.4% 98% False False 213,968,763
80 113.29 101.13 12.16 10.8% 1.71 1.5% 98% False False 229,017,490
100 122.12 101.13 20.99 18.6% 1.92 1.7% 57% False False 253,644,319
120 122.12 101.13 20.99 18.6% 1.79 1.6% 57% False False 239,620,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118.44
2.618 116.43
1.618 115.20
1.000 114.44
0.618 113.97
HIGH 113.21
0.618 112.74
0.500 112.60
0.382 112.45
LOW 111.98
0.618 111.22
1.000 110.75
1.618 109.99
2.618 108.76
4.250 106.75
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 112.92 112.93
PP 112.76 112.78
S1 112.60 112.64

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

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