SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 113.04 112.88 -0.16 -0.1% 112.58
High 113.15 114.46 1.31 1.2% 113.29
Low 112.18 112.52 0.34 0.3% 111.98
Close 112.49 114.21 1.72 1.5% 112.49
Range 0.97 1.94 0.97 99.8% 1.31
ATR 1.48 1.51 0.04 2.4% 0.00
Volume 195,747,243 214,543,807 18,796,564 9.6% 951,284,757
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 119.55 118.82 115.28
R3 117.61 116.88 114.74
R2 115.67 115.67 114.57
R1 114.94 114.94 114.39 115.30
PP 113.73 113.73 113.73 113.91
S1 113.00 113.00 114.03 113.37
S2 111.79 111.79 113.85
S3 109.85 111.06 113.68
S4 107.92 109.12 113.14
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
5 114.46 111.98 2.48 2.2% 1.22 1.1% 90% True False 197,576,038
10 114.46 109.55 4.91 4.3% 1.07 0.9% 95% True False 173,226,169
20 114.46 104.29 10.17 8.9% 1.36 1.2% 98% True False 201,053,897
40 114.46 104.29 10.17 8.9% 1.37 1.2% 98% True False 197,372,935
60 114.46 101.13 13.33 11.7% 1.54 1.3% 98% True False 211,438,374
80 114.46 101.13 13.33 11.7% 1.66 1.4% 98% True False 223,969,429
100 121.11 101.13 19.98 17.5% 1.90 1.7% 65% False False 251,750,361
120 122.12 101.13 20.99 18.4% 1.80 1.6% 62% False False 240,656,315
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 122.70
2.618 119.53
1.618 117.60
1.000 116.40
0.618 115.66
HIGH 114.46
0.618 113.72
0.500 113.49
0.382 113.26
LOW 112.52
0.618 111.32
1.000 110.58
1.618 109.39
2.618 107.45
4.250 104.28
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 113.97 113.91
PP 113.73 113.62
S1 113.49 113.32

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

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