SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 114.42 114.38 -0.04 0.0% 112.88
High 115.04 114.91 -0.13 -0.1% 114.90
Low 113.18 114.02 0.84 0.7% 112.18
Close 114.67 114.47 -0.20 -0.2% 114.82
Range 1.86 0.89 -0.97 -52.2% 2.72
ATR 1.53 1.48 -0.05 -3.0% 0.00
Volume 209,095,887 179,576,563 -29,519,324 -14.1% 1,085,790,501
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 117.14 116.69 114.96
R3 116.25 115.80 114.71
R2 115.36 115.36 114.63
R1 114.91 114.91 114.55 115.14
PP 114.47 114.47 114.47 114.58
S1 114.02 114.02 114.39 114.25
S2 113.58 113.58 114.31
S3 112.69 113.13 114.23
S4 111.80 112.24 113.98
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% 1.26 1.1% 80% False False 185,797,082
10 115.04 112.18 2.86 2.5% 1.27 1.1% 80% False False 199,858,417
20 115.04 106.66 8.38 7.3% 1.19 1.0% 93% False False 187,820,238
40 115.04 104.29 10.75 9.4% 1.34 1.2% 95% False False 198,981,739
60 115.04 103.02 12.02 10.5% 1.46 1.3% 95% False False 202,329,777
80 115.04 101.13 13.91 12.2% 1.57 1.4% 96% False False 216,303,950
100 117.68 101.13 16.55 14.5% 1.74 1.5% 81% False False 239,555,154
120 122.12 101.13 20.99 18.3% 1.81 1.6% 64% False False 243,781,604
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.69
2.618 117.24
1.618 116.35
1.000 115.80
0.618 115.46
HIGH 114.91
0.618 114.57
0.500 114.47
0.382 114.36
LOW 114.02
0.618 113.47
1.000 113.13
1.618 112.58
2.618 111.69
4.250 110.24
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 114.47 114.35
PP 114.47 114.23
S1 114.47 114.11

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

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