SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 114.99 114.37 -0.62 -0.5% 114.86
High 115.12 114.85 -0.27 -0.2% 115.79
Low 113.93 113.18 -0.75 -0.7% 113.18
Close 114.61 113.75 -0.86 -0.8% 114.61
Range 1.19 1.67 0.48 40.3% 2.61
ATR 1.51 1.52 0.01 0.8% 0.00
Volume 174,556,419 165,999,693 -8,556,726 -4.9% 978,768,753
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 118.94 118.01 114.67
R3 117.27 116.34 114.21
R2 115.60 115.60 114.06
R1 114.67 114.67 113.90 114.30
PP 113.93 113.93 113.93 113.74
S1 113.00 113.00 113.60 112.63
S2 112.26 112.26 113.44
S3 110.59 111.33 113.29
S4 108.92 109.66 112.83
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% 1.56 1.4% 22% False True 203,235,544
10 115.79 112.18 3.61 3.2% 1.41 1.2% 43% False False 201,601,514
20 115.79 109.55 6.24 5.5% 1.24 1.1% 67% False False 187,413,841
40 115.79 104.29 11.50 10.1% 1.38 1.2% 82% False False 201,219,916
60 115.79 104.29 11.50 10.1% 1.45 1.3% 82% False False 202,637,371
80 115.79 101.13 14.66 12.9% 1.54 1.4% 86% False False 212,360,190
100 117.68 101.13 16.55 14.5% 1.73 1.5% 76% False False 236,374,302
120 122.12 101.13 20.99 18.5% 1.83 1.6% 60% False False 245,713,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.95
2.618 119.22
1.618 117.55
1.000 116.52
0.618 115.88
HIGH 114.85
0.618 114.21
0.500 114.02
0.382 113.82
LOW 113.18
0.618 112.15
1.000 111.51
1.618 110.48
2.618 108.81
4.250 106.08
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 114.02 114.49
PP 113.93 114.24
S1 113.84 114.00

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

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