SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 118.28 117.74 -0.54 -0.5% 116.72
High 118.35 118.67 0.32 0.3% 118.55
Low 116.76 117.31 0.55 0.5% 115.65
Close 117.70 118.54 0.84 0.7% 117.70
Range 1.59 1.36 -0.23 -14.5% 2.90
ATR 1.47 1.46 -0.01 -0.5% 0.00
Volume 243,526,366 141,136,213 -102,390,153 -42.0% 939,469,421
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.25 121.76 119.29
R3 120.89 120.40 118.91
R2 119.53 119.53 118.79
R1 119.04 119.04 118.66 119.29
PP 118.17 118.17 118.17 118.30
S1 117.68 117.68 118.42 117.93
S2 116.81 116.81 118.29
S3 115.45 116.32 118.17
S4 114.09 114.96 117.79
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.00 124.75 119.30
R3 123.10 121.85 118.50
R2 120.20 120.20 118.23
R1 118.95 118.95 117.97 119.58
PP 117.30 117.30 117.30 117.61
S1 116.05 116.05 117.43 116.68
S2 114.40 114.40 117.17
S3 111.50 113.15 116.90
S4 108.60 110.25 116.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.67 115.65 3.02 2.5% 1.42 1.2% 96% True False 195,536,304
10 118.67 114.67 4.00 3.4% 1.28 1.1% 97% True False 180,079,560
20 118.67 112.18 6.49 5.5% 1.34 1.1% 98% True False 190,840,537
40 118.67 104.29 14.38 12.1% 1.35 1.1% 99% True False 195,947,217
60 118.67 104.29 14.38 12.1% 1.36 1.1% 99% True False 195,195,469
80 118.67 101.13 17.54 14.8% 1.49 1.3% 99% True False 206,288,915
100 118.67 101.13 17.54 14.8% 1.59 1.3% 99% True False 217,343,651
120 121.11 101.13 19.98 16.9% 1.81 1.5% 87% False False 241,598,724
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.45
2.618 122.23
1.618 120.87
1.000 120.03
0.618 119.51
HIGH 118.67
0.618 118.15
0.500 117.99
0.382 117.83
LOW 117.31
0.618 116.47
1.000 115.95
1.618 115.11
2.618 113.75
4.250 111.53
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 118.36 118.26
PP 118.17 117.98
S1 117.99 117.70

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

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