SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 116.02 116.50 0.48 0.4% 114.86
High 116.33 116.53 0.20 0.2% 115.79
Low 115.56 115.19 -0.37 -0.3% 113.18
Close 116.03 115.89 -0.14 -0.1% 114.61
Range 0.77 1.34 0.57 74.0% 2.61
ATR 1.54 1.52 -0.01 -0.9% 0.00
Volume 148,515,150 164,732,733 16,217,583 10.9% 978,768,753
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 119.89 119.23 116.63
R3 118.55 117.89 116.26
R2 117.21 117.21 116.14
R1 116.55 116.55 116.01 116.21
PP 115.87 115.87 115.87 115.70
S1 115.21 115.21 115.77 114.87
S2 114.53 114.53 115.64
S3 113.19 113.87 115.52
S4 111.85 112.53 115.15
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
5 116.53 113.18 3.35 2.9% 1.32 1.1% 81% True False 176,623,889
10 116.53 113.18 3.35 2.9% 1.37 1.2% 81% True False 189,693,054
20 116.53 110.87 5.66 4.9% 1.27 1.1% 89% True False 192,607,960
40 116.53 104.29 12.24 10.6% 1.37 1.2% 95% True False 198,874,662
60 116.53 104.29 12.24 10.6% 1.45 1.3% 95% True False 202,882,068
80 116.53 101.13 15.40 13.3% 1.52 1.3% 96% True False 210,908,341
100 116.53 101.13 15.40 13.3% 1.70 1.5% 96% True False 232,744,094
120 122.12 101.13 20.99 18.1% 1.82 1.6% 70% False False 244,164,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.23
2.618 120.04
1.618 118.70
1.000 117.87
0.618 117.36
HIGH 116.53
0.618 116.02
0.500 115.86
0.382 115.70
LOW 115.19
0.618 114.36
1.000 113.85
1.618 113.02
2.618 111.68
4.250 109.50
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 115.88 115.79
PP 115.87 115.70
S1 115.86 115.60

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

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