SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 113.75 114.86 1.11 1.0% 112.88
High 114.90 114.99 0.09 0.1% 114.90
Low 113.65 114.16 0.51 0.4% 112.18
Close 114.82 114.27 -0.55 -0.5% 114.82
Range 1.25 0.83 -0.42 -33.6% 2.72
ATR 1.55 1.50 -0.05 -3.3% 0.00
Volume 209,598,760 128,590,724 -81,008,036 -38.6% 1,085,790,501
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 116.96 116.45 114.73
R3 116.13 115.62 114.50
R2 115.30 115.30 114.42
R1 114.79 114.79 114.35 114.63
PP 114.47 114.47 114.47 114.40
S1 113.96 113.96 114.19 113.80
S2 113.64 113.64 114.12
S3 112.81 113.13 114.04
S4 111.98 112.30 113.81
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
5 114.99 112.18 2.81 2.5% 1.25 1.1% 74% True False 199,967,483
10 114.99 111.98 3.01 2.6% 1.24 1.1% 76% True False 198,771,761
20 114.99 104.49 10.50 9.2% 1.20 1.1% 93% True False 190,414,176
40 114.99 104.29 10.70 9.4% 1.33 1.2% 93% True False 197,629,780
60 114.99 101.62 13.37 11.7% 1.48 1.3% 95% True False 204,003,351
80 114.99 101.13 13.86 12.1% 1.60 1.4% 95% True False 219,693,875
100 117.68 101.13 16.55 14.5% 1.88 1.6% 79% False False 248,397,938
120 122.12 101.13 20.99 18.4% 1.81 1.6% 63% False False 242,969,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118.52
2.618 117.16
1.618 116.33
1.000 115.82
0.618 115.50
HIGH 114.99
0.618 114.67
0.500 114.58
0.382 114.48
LOW 114.16
0.618 113.65
1.000 113.33
1.618 112.82
2.618 111.99
4.250 110.63
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 114.58 114.04
PP 114.47 113.81
S1 114.37 113.59

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

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