SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 112.88 114.30 1.42 1.3% 112.58
High 114.46 114.84 0.38 0.3% 113.29
Low 112.52 113.51 0.99 0.9% 111.98
Close 114.21 113.98 -0.23 -0.2% 112.49
Range 1.94 1.33 -0.61 -31.4% 1.31
ATR 1.51 1.50 -0.01 -0.9% 0.00
Volume 214,543,807 268,369,371 53,825,564 25.1% 951,284,757
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 118.10 117.37 114.71
R3 116.77 116.04 114.35
R2 115.44 115.44 114.22
R1 114.71 114.71 114.10 114.41
PP 114.11 114.11 114.11 113.96
S1 113.38 113.38 113.86 113.08
S2 112.78 112.78 113.74
S3 111.45 112.05 113.61
S4 110.12 110.72 113.25
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
5 114.84 111.98 2.86 2.5% 1.25 1.1% 70% True False 209,376,135
10 114.84 109.81 5.03 4.4% 1.11 1.0% 83% True False 185,880,741
20 114.84 104.29 10.55 9.3% 1.35 1.2% 92% True False 206,317,198
40 114.84 104.29 10.55 9.3% 1.37 1.2% 92% True False 199,532,755
60 114.84 101.13 13.71 12.0% 1.54 1.3% 94% True False 211,949,317
80 114.84 101.13 13.71 12.0% 1.65 1.4% 94% True False 223,568,812
100 121.01 101.13 19.88 17.4% 1.90 1.7% 65% False False 252,498,046
120 122.12 101.13 20.99 18.4% 1.80 1.6% 61% False False 241,551,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.49
2.618 118.32
1.618 116.99
1.000 116.17
0.618 115.66
HIGH 114.84
0.618 114.33
0.500 114.18
0.382 114.02
LOW 113.51
0.618 112.69
1.000 112.18
1.618 111.36
2.618 110.03
4.250 107.86
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 114.18 113.82
PP 114.11 113.67
S1 114.05 113.51

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

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