SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 117.19 116.94 -0.25 -0.2% 116.72
High 117.85 118.44 0.59 0.5% 118.55
Low 116.02 116.87 0.85 0.7% 115.65
Close 116.73 117.87 1.14 1.0% 117.70
Range 1.83 1.57 -0.26 -14.2% 2.90
ATR 1.53 1.55 0.01 0.8% 0.00
Volume 280,331,910 199,779,627 -80,552,283 -28.7% 939,469,421
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.44 121.72 118.73
R3 120.87 120.15 118.30
R2 119.30 119.30 118.16
R1 118.58 118.58 118.01 118.94
PP 117.73 117.73 117.73 117.91
S1 117.01 117.01 117.73 117.37
S2 116.16 116.16 117.58
S3 114.59 115.44 117.44
S4 113.02 113.87 117.01
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
5 118.67 116.02 2.65 2.2% 1.53 1.3% 70% False False 216,424,778
10 118.67 115.19 3.48 3.0% 1.38 1.2% 77% False False 190,307,654
20 118.67 112.18 6.49 5.5% 1.38 1.2% 88% False False 191,869,891
40 118.67 104.29 14.38 12.2% 1.36 1.2% 94% False False 196,859,066
60 118.67 104.29 14.38 12.2% 1.38 1.2% 94% False False 196,751,421
80 118.67 101.13 17.54 14.9% 1.50 1.3% 95% False False 207,207,436
100 118.67 101.13 17.54 14.9% 1.59 1.3% 95% False False 216,165,237
120 120.68 101.13 19.55 16.6% 1.81 1.5% 86% False False 241,737,476
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.11
2.618 122.55
1.618 120.98
1.000 120.01
0.618 119.41
HIGH 118.44
0.618 117.84
0.500 117.66
0.382 117.47
LOW 116.87
0.618 115.90
1.000 115.30
1.618 114.33
2.618 112.76
4.250 110.20
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 117.80 117.70
PP 117.73 117.52
S1 117.66 117.35

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

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