SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 112.49 113.75 1.26 1.1% 112.88
High 113.67 114.90 1.23 1.1% 114.90
Low 112.18 113.65 1.47 1.3% 112.18
Close 112.50 114.82 2.32 2.1% 114.82
Range 1.49 1.25 -0.24 -16.1% 2.72
ATR 1.49 1.55 0.07 4.4% 0.00
Volume 202,123,479 209,598,760 7,475,281 3.7% 1,085,790,501
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 118.21 117.76 115.51
R3 116.96 116.51 115.16
R2 115.71 115.71 115.05
R1 115.26 115.26 114.93 115.49
PP 114.46 114.46 114.46 114.57
S1 114.01 114.01 114.71 114.24
S2 113.21 113.21 114.59
S3 111.96 112.76 114.48
S4 110.71 111.51 114.13
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 122.13 121.19 116.32
R3 119.41 118.47 115.57
R2 116.69 116.69 115.32
R1 115.75 115.75 115.07 116.22
PP 113.97 113.97 113.97 114.20
S1 113.03 113.03 114.57 113.50
S2 111.25 111.25 114.32
S3 108.53 110.31 114.07
S4 105.81 107.59 113.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.90 112.18 2.72 2.4% 1.47 1.3% 97% True False 217,158,100
10 114.90 111.98 2.92 2.5% 1.23 1.1% 97% True False 203,707,525
20 114.90 104.31 10.59 9.2% 1.29 1.1% 99% True False 197,614,680
40 114.90 104.29 10.61 9.2% 1.35 1.2% 99% True False 199,912,177
60 114.90 101.13 13.77 12.0% 1.51 1.3% 99% True False 208,237,719
80 114.90 101.13 13.77 12.0% 1.61 1.4% 99% True False 220,917,383
100 117.80 101.13 16.67 14.5% 1.89 1.6% 82% False False 250,399,496
120 122.12 101.13 20.99 18.3% 1.81 1.6% 65% False False 243,434,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.36
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120.21
2.618 118.17
1.618 116.92
1.000 116.15
0.618 115.67
HIGH 114.90
0.618 114.42
0.500 114.28
0.382 114.13
LOW 113.65
0.618 112.88
1.000 112.40
1.618 111.63
2.618 110.38
4.250 108.34
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 114.64 114.39
PP 114.46 113.97
S1 114.28 113.54

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

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