SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 116.72 116.27 -0.45 -0.4% 114.37
High 116.97 117.35 0.38 0.3% 116.86
Low 116.25 115.65 -0.60 -0.5% 113.18
Close 116.65 117.01 0.36 0.3% 116.54
Range 0.72 1.70 0.98 136.1% 3.68
ATR 1.45 1.46 0.02 1.3% 0.00
Volume 102,924,111 181,755,047 78,830,936 76.6% 886,189,666
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 121.77 121.09 117.95
R3 120.07 119.39 117.48
R2 118.37 118.37 117.32
R1 117.69 117.69 117.17 118.03
PP 116.67 116.67 116.67 116.84
S1 115.99 115.99 116.85 116.33
S2 114.97 114.97 116.70
S3 113.27 114.29 116.54
S4 111.57 112.59 116.08
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
5 117.35 115.19 2.16 1.8% 1.16 1.0% 84% True False 155,110,736
10 117.35 113.18 4.17 3.6% 1.34 1.1% 92% True False 181,195,096
20 117.35 111.98 5.37 4.6% 1.32 1.1% 94% True False 189,969,778
40 117.35 104.29 13.06 11.2% 1.37 1.2% 97% True False 196,799,532
60 117.35 104.29 13.06 11.2% 1.41 1.2% 97% True False 198,908,494
80 117.35 101.13 16.22 13.9% 1.53 1.3% 98% True False 208,524,433
100 117.35 101.13 16.22 13.9% 1.66 1.4% 98% True False 224,529,835
120 122.12 101.13 20.99 17.9% 1.82 1.6% 76% False False 243,105,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124.58
2.618 121.80
1.618 120.10
1.000 119.05
0.618 118.40
HIGH 117.35
0.618 116.70
0.500 116.50
0.382 116.30
LOW 115.65
0.618 114.60
1.000 113.95
1.618 112.90
2.618 111.20
4.250 108.43
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 116.84 116.83
PP 116.67 116.66
S1 116.50 116.48

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

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