SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 114.37 114.80 0.43 0.4% 114.86
High 114.85 116.32 1.47 1.3% 115.79
Low 113.18 114.67 1.49 1.3% 113.18
Close 113.75 116.04 2.29 2.0% 114.61
Range 1.67 1.65 -0.02 -1.2% 2.61
ATR 1.52 1.59 0.08 4.9% 0.00
Volume 165,999,693 229,315,451 63,315,758 38.1% 978,768,753
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 120.63 119.98 116.95
R3 118.98 118.33 116.49
R2 117.33 117.33 116.34
R1 116.68 116.68 116.19 117.01
PP 115.68 115.68 115.68 115.84
S1 115.03 115.03 115.89 115.36
S2 114.03 114.03 115.74
S3 112.38 113.38 115.59
S4 110.73 111.73 115.13
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
5 116.32 113.18 3.14 2.7% 1.52 1.3% 91% True False 207,279,457
10 116.32 112.18 4.14 3.6% 1.44 1.2% 93% True False 197,696,122
20 116.32 109.81 6.51 5.6% 1.27 1.1% 96% True False 191,788,431
40 116.32 104.29 12.03 10.4% 1.40 1.2% 98% True False 203,934,534
60 116.32 104.29 12.03 10.4% 1.46 1.3% 98% True False 204,276,476
80 116.32 101.13 15.19 13.1% 1.54 1.3% 98% True False 212,550,845
100 116.32 101.13 15.19 13.1% 1.73 1.5% 98% True False 236,324,021
120 122.12 101.13 20.99 18.1% 1.84 1.6% 71% False False 246,420,561
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.33
2.618 120.64
1.618 118.99
1.000 117.97
0.618 117.34
HIGH 116.32
0.618 115.69
0.500 115.50
0.382 115.30
LOW 114.67
0.618 113.65
1.000 113.02
1.618 112.00
2.618 110.35
4.250 107.66
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 115.86 115.61
PP 115.68 115.18
S1 115.50 114.75

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

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