SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 118.31 119.14 0.83 0.7% 117.74
High 118.53 119.76 1.23 1.0% 119.09
Low 118.00 118.61 0.61 0.5% 116.02
Close 118.35 118.70 0.35 0.3% 118.35
Range 0.53 1.15 0.62 117.0% 3.07
ATR 1.50 1.49 -0.01 -0.4% 0.00
Volume 108,136,870 150,919,529 42,782,659 39.6% 950,813,750
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.47 121.74 119.33
R3 121.32 120.59 119.02
R2 120.17 120.17 118.91
R1 119.44 119.44 118.81 119.23
PP 119.02 119.02 119.02 118.92
S1 118.29 118.29 118.59 118.08
S2 117.87 117.87 118.49
S3 116.72 117.14 118.38
S4 115.57 115.99 118.07
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
5 119.76 116.02 3.74 3.2% 1.39 1.2% 72% True False 192,119,413
10 119.76 115.65 4.11 3.5% 1.41 1.2% 74% True False 193,827,858
20 119.76 113.18 6.58 5.5% 1.38 1.2% 84% True False 188,878,519
40 119.76 104.49 15.27 12.9% 1.29 1.1% 93% True False 189,646,347
60 119.76 104.29 15.47 13.0% 1.34 1.1% 93% True False 194,712,693
80 119.76 101.62 18.14 15.3% 1.46 1.2% 94% True False 200,222,143
100 119.76 101.13 18.63 15.7% 1.55 1.3% 94% True False 213,530,804
120 119.76 101.13 18.63 15.7% 1.79 1.5% 94% True False 238,478,035
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.65
2.618 122.77
1.618 121.62
1.000 120.91
0.618 120.47
HIGH 119.76
0.618 119.32
0.500 119.19
0.382 119.05
LOW 118.61
0.618 117.90
1.000 117.46
1.618 116.75
2.618 115.60
4.250 113.72
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 119.19 118.63
PP 119.02 118.56
S1 118.86 118.49

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

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