SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 117.66 117.81 0.15 0.1% 114.37
High 118.55 118.01 -0.54 -0.5% 116.86
Low 117.38 116.72 -0.66 -0.6% 113.18
Close 117.92 117.46 -0.46 -0.4% 116.54
Range 1.17 1.29 0.12 10.3% 3.68
ATR 1.47 1.46 -0.01 -0.9% 0.00
Volume 193,914,120 217,349,777 23,435,657 12.1% 886,189,666
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 121.27 120.65 118.17
R3 119.98 119.36 117.81
R2 118.69 118.69 117.70
R1 118.07 118.07 117.58 117.74
PP 117.40 117.40 117.40 117.23
S1 116.78 116.78 117.34 116.45
S2 116.11 116.11 117.22
S3 114.82 115.49 117.11
S4 113.53 114.20 116.75
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
5 118.55 115.61 2.94 2.5% 1.23 1.0% 63% False False 174,713,938
10 118.55 113.18 5.37 4.6% 1.28 1.1% 80% False False 175,668,914
20 118.55 112.18 6.37 5.4% 1.34 1.1% 83% False False 192,121,960
40 118.55 104.29 14.26 12.1% 1.36 1.2% 92% False False 198,214,028
60 118.55 104.29 14.26 12.1% 1.37 1.2% 92% False False 197,058,668
80 118.55 101.13 17.42 14.8% 1.50 1.3% 94% False False 208,016,064
100 118.55 101.13 17.42 14.8% 1.62 1.4% 94% False False 220,945,400
120 121.33 101.13 20.20 17.2% 1.82 1.6% 81% False False 243,860,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.49
2.618 121.39
1.618 120.10
1.000 119.30
0.618 118.81
HIGH 118.01
0.618 117.52
0.500 117.37
0.382 117.21
LOW 116.72
0.618 115.92
1.000 115.43
1.618 114.63
2.618 113.34
4.250 111.24
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 117.43 117.34
PP 117.40 117.22
S1 117.37 117.10

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

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