SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 118.40 118.31 -0.09 -0.1% 117.74
High 119.09 118.53 -0.56 -0.5% 119.09
Low 117.21 118.00 0.79 0.7% 116.02
Close 118.13 118.35 0.22 0.2% 118.35
Range 1.88 0.53 -1.35 -71.8% 3.07
ATR 1.57 1.50 -0.07 -4.7% 0.00
Volume 221,429,130 108,136,870 -113,292,260 -51.2% 950,813,750
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 119.88 119.64 118.64
R3 119.35 119.11 118.49
R2 118.82 118.82 118.44
R1 118.58 118.58 118.40 118.70
PP 118.29 118.29 118.29 118.35
S1 118.05 118.05 118.30 118.17
S2 117.76 117.76 118.25
S3 117.23 117.52 118.20
S4 116.70 116.99 118.06
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 127.03 125.76 120.04
R3 123.96 122.69 119.19
R2 120.89 120.89 118.91
R1 119.62 119.62 118.63 120.25
PP 117.82 117.82 117.82 118.14
S1 116.55 116.55 118.07 117.18
S2 114.75 114.75 117.78
S3 111.68 113.48 117.50
S4 108.61 110.41 116.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.09 116.02 3.07 2.6% 1.43 1.2% 76% False False 190,162,750
10 119.09 115.65 3.44 2.9% 1.36 1.2% 78% False False 189,028,317
20 119.09 113.18 5.91 5.0% 1.36 1.2% 87% False False 187,762,079
40 119.09 104.31 14.78 12.5% 1.33 1.1% 95% False False 192,688,379
60 119.09 104.29 14.80 12.5% 1.36 1.1% 95% False False 195,862,145
80 119.09 101.13 17.96 15.2% 1.47 1.2% 96% False False 203,118,809
100 119.09 101.13 17.96 15.2% 1.56 1.3% 96% False False 214,286,322
120 119.09 101.13 17.96 15.2% 1.80 1.5% 96% False False 239,959,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 120.78
2.618 119.92
1.618 119.39
1.000 119.06
0.618 118.86
HIGH 118.53
0.618 118.33
0.500 118.27
0.382 118.20
LOW 118.00
0.618 117.67
1.000 117.47
1.618 117.14
2.618 116.61
4.250 115.75
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 118.32 118.22
PP 118.29 118.10
S1 118.27 117.98

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

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