SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 116.05 116.72 0.67 0.6% 114.37
High 116.86 116.97 0.11 0.1% 116.86
Low 115.61 116.25 0.64 0.6% 113.18
Close 116.54 116.65 0.11 0.1% 116.54
Range 1.25 0.72 -0.53 -42.4% 3.68
ATR 1.50 1.45 -0.06 -3.7% 0.00
Volume 177,626,639 102,924,111 -74,702,528 -42.1% 886,189,666
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 118.78 118.44 117.05
R3 118.06 117.72 116.85
R2 117.34 117.34 116.78
R1 117.00 117.00 116.72 116.81
PP 116.62 116.62 116.62 116.53
S1 116.28 116.28 116.58 116.09
S2 115.90 115.90 116.52
S3 115.18 115.56 116.45
S4 114.46 114.84 116.25
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
5 116.97 114.67 2.30 2.0% 1.15 1.0% 86% True False 164,622,816
10 116.97 113.18 3.79 3.2% 1.35 1.2% 92% True False 183,929,180
20 116.97 111.98 4.99 4.3% 1.29 1.1% 94% True False 191,350,470
40 116.97 104.29 12.68 10.9% 1.36 1.2% 97% True False 195,944,691
60 116.97 104.29 12.68 10.9% 1.41 1.2% 97% True False 198,986,317
80 116.97 101.13 15.84 13.6% 1.51 1.3% 98% True False 208,425,267
100 116.97 101.13 15.84 13.6% 1.67 1.4% 98% True False 228,004,306
120 122.12 101.13 20.99 18.0% 1.82 1.6% 74% False False 243,583,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 120.03
2.618 118.85
1.618 118.13
1.000 117.69
0.618 117.41
HIGH 116.97
0.618 116.69
0.500 116.61
0.382 116.53
LOW 116.25
0.618 115.81
1.000 115.53
1.618 115.09
2.618 114.37
4.250 113.19
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 116.64 116.46
PP 116.62 116.27
S1 116.61 116.08

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

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