SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 114.86 114.42 -0.44 -0.4% 112.88
High 114.99 115.04 0.05 0.0% 114.90
Low 114.16 113.18 -0.98 -0.9% 112.18
Close 114.27 114.67 0.40 0.4% 114.82
Range 0.83 1.86 1.03 124.1% 2.72
ATR 1.50 1.53 0.03 1.7% 0.00
Volume 128,590,724 209,095,887 80,505,163 62.6% 1,085,790,501
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 119.88 119.13 115.69
R3 118.02 117.27 115.18
R2 116.16 116.16 115.01
R1 115.41 115.41 114.84 115.79
PP 114.30 114.30 114.30 114.48
S1 113.55 113.55 114.50 113.93
S2 112.44 112.44 114.33
S3 110.58 111.69 114.16
S4 108.72 109.83 113.65
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
5 115.04 112.18 2.86 2.5% 1.35 1.2% 87% True False 188,112,786
10 115.04 111.98 3.06 2.7% 1.30 1.1% 88% True False 198,744,461
20 115.04 104.49 10.55 9.2% 1.22 1.1% 96% True False 192,523,773
40 115.04 104.29 10.75 9.4% 1.34 1.2% 97% True False 198,155,574
60 115.04 101.88 13.16 11.5% 1.48 1.3% 97% True False 203,600,087
80 115.04 101.13 13.91 12.1% 1.59 1.4% 97% True False 217,363,025
100 117.68 101.13 16.55 14.4% 1.78 1.5% 82% False False 244,127,472
120 122.12 101.13 20.99 18.3% 1.81 1.6% 65% False False 243,390,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122.95
2.618 119.91
1.618 118.05
1.000 116.90
0.618 116.19
HIGH 115.04
0.618 114.33
0.500 114.11
0.382 113.89
LOW 113.18
0.618 112.03
1.000 111.32
1.618 110.17
2.618 108.31
4.250 105.28
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 114.48 114.48
PP 114.30 114.30
S1 114.11 114.11

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

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