SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 112.73 113.04 0.31 0.3% 112.58
High 113.12 113.15 0.03 0.0% 113.29
Low 112.35 112.18 -0.17 -0.2% 111.98
Close 113.05 112.49 -0.56 -0.5% 112.49
Range 0.77 0.97 0.20 26.0% 1.31
ATR 1.52 1.48 -0.04 -2.6% 0.00
Volume 199,783,257 195,747,243 -4,036,014 -2.0% 951,284,757
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 115.52 114.97 113.02
R3 114.55 114.00 112.76
R2 113.58 113.58 112.67
R1 113.03 113.03 112.58 112.82
PP 112.61 112.61 112.61 112.50
S1 112.06 112.06 112.40 111.85
S2 111.64 111.64 112.31
S3 110.67 111.09 112.22
S4 109.70 110.12 111.96
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 116.52 115.81 113.21
R3 115.21 114.50 112.85
R2 113.90 113.90 112.73
R1 113.19 113.19 112.61 112.89
PP 112.59 112.59 112.59 112.44
S1 111.88 111.88 112.37 111.58
S2 111.28 111.28 112.25
S3 109.97 110.57 112.13
S4 108.66 109.26 111.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.29 111.98 1.31 1.2% 1.00 0.9% 39% False False 190,256,951
10 113.29 109.55 3.74 3.3% 0.98 0.9% 79% False False 172,984,364
20 113.29 104.29 9.00 8.0% 1.32 1.2% 91% False False 200,804,819
40 113.29 104.29 9.00 8.0% 1.36 1.2% 91% False False 197,557,780
60 113.29 101.13 12.16 10.8% 1.54 1.4% 93% False False 212,334,340
80 113.29 101.13 12.16 10.8% 1.66 1.5% 93% False False 225,649,601
100 121.11 101.13 19.98 17.8% 1.90 1.7% 57% False False 252,610,407
120 122.12 101.13 20.99 18.7% 1.79 1.6% 54% False False 240,082,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.27
2.618 115.69
1.618 114.72
1.000 114.12
0.618 113.75
HIGH 113.15
0.618 112.78
0.500 112.67
0.382 112.55
LOW 112.18
0.618 111.58
1.000 111.21
1.618 110.61
2.618 109.64
4.250 108.06
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 112.67 112.60
PP 112.61 112.56
S1 112.55 112.53

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

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