SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 116.50 116.05 -0.45 -0.4% 114.37
High 116.53 116.86 0.33 0.3% 116.86
Low 115.19 115.61 0.42 0.4% 113.18
Close 115.89 116.54 0.65 0.6% 116.54
Range 1.34 1.25 -0.09 -6.7% 3.68
ATR 1.52 1.50 -0.02 -1.3% 0.00
Volume 164,732,733 177,626,639 12,893,906 7.8% 886,189,666
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 120.09 119.56 117.23
R3 118.84 118.31 116.88
R2 117.59 117.59 116.77
R1 117.06 117.06 116.65 117.32
PP 116.34 116.34 116.34 116.47
S1 115.81 115.81 116.42 116.07
S2 115.09 115.09 116.31
S3 113.84 114.56 116.19
S4 112.59 113.31 115.85
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.57 125.23 118.56
R3 122.89 121.55 117.55
R2 119.21 119.21 117.21
R1 117.87 117.87 116.87 118.54
PP 115.53 115.53 115.53 115.86
S1 114.19 114.19 116.20 114.86
S2 111.85 111.85 115.86
S3 108.17 110.51 115.53
S4 104.49 106.83 114.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.86 113.18 3.68 3.2% 1.34 1.1% 91% True False 177,237,933
10 116.86 113.18 3.68 3.2% 1.37 1.2% 91% True False 186,495,841
20 116.86 111.98 4.88 4.2% 1.30 1.1% 93% True False 195,101,683
40 116.86 104.29 12.57 10.8% 1.37 1.2% 97% True False 197,331,208
60 116.86 104.29 12.57 10.8% 1.44 1.2% 97% True False 201,981,138
80 116.86 101.13 15.73 13.5% 1.52 1.3% 98% True False 210,427,122
100 116.86 101.13 15.73 13.5% 1.68 1.4% 98% True False 230,919,034
120 122.12 101.13 20.99 18.0% 1.83 1.6% 73% False False 244,332,255
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.17
2.618 120.13
1.618 118.88
1.000 118.11
0.618 117.63
HIGH 116.86
0.618 116.38
0.500 116.24
0.382 116.09
LOW 115.61
0.618 114.84
1.000 114.36
1.618 113.59
2.618 112.34
4.250 110.30
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 116.44 116.37
PP 116.34 116.20
S1 116.24 116.03

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

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