SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 115.05 114.99 -0.06 -0.1% 114.86
High 115.79 115.12 -0.67 -0.6% 115.79
Low 113.59 113.93 0.34 0.3% 113.18
Close 114.13 114.61 0.48 0.4% 114.61
Range 2.20 1.19 -1.01 -45.9% 2.61
ATR 1.53 1.51 -0.02 -1.6% 0.00
Volume 286,949,160 174,556,419 -112,392,741 -39.2% 978,768,753
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 118.12 117.56 115.26
R3 116.93 116.37 114.94
R2 115.74 115.74 114.83
R1 115.18 115.18 114.72 114.87
PP 114.55 114.55 114.55 114.40
S1 113.99 113.99 114.50 113.68
S2 113.36 113.36 114.39
S3 112.17 112.80 114.28
S4 110.98 111.61 113.96
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.36 121.09 116.05
R3 119.75 118.48 115.33
R2 117.14 117.14 115.09
R1 115.87 115.87 114.85 115.20
PP 114.53 114.53 114.53 114.19
S1 113.26 113.26 114.37 112.59
S2 111.92 111.92 114.13
S3 109.31 110.65 113.89
S4 106.70 108.04 113.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.79 113.18 2.61 2.3% 1.39 1.2% 55% False False 195,753,750
10 115.79 112.18 3.61 3.1% 1.43 1.2% 67% False False 206,455,925
20 115.79 109.55 6.24 5.4% 1.21 1.1% 81% False False 189,720,144
40 115.79 104.29 11.50 10.0% 1.38 1.2% 90% False False 203,060,398
60 115.79 104.29 11.50 10.0% 1.44 1.3% 90% False False 202,286,240
80 115.79 101.13 14.66 12.8% 1.55 1.4% 92% False False 214,256,569
100 117.68 101.13 16.55 14.4% 1.73 1.5% 81% False False 237,068,367
120 122.12 101.13 20.99 18.3% 1.83 1.6% 64% False False 245,667,700
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.18
2.618 118.24
1.618 117.05
1.000 116.31
0.618 115.86
HIGH 115.12
0.618 114.67
0.500 114.53
0.382 114.38
LOW 113.93
0.618 113.19
1.000 112.74
1.618 112.00
2.618 110.81
4.250 108.87
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 114.58 114.69
PP 114.55 114.66
S1 114.53 114.64

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

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