SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 118.10 117.89 -0.21 -0.2% 117.74
High 118.84 118.51 -0.33 -0.3% 119.09
Low 117.87 117.26 -0.61 -0.5% 116.02
Close 118.72 118.38 -0.34 -0.3% 118.35
Range 0.97 1.25 0.28 28.9% 3.07
ATR 1.45 1.45 0.00 0.0% 0.00
Volume 158,888,083 189,886,139 30,998,056 19.5% 950,813,750
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 121.80 121.34 119.07
R3 120.55 120.09 118.72
R2 119.30 119.30 118.61
R1 118.84 118.84 118.49 119.07
PP 118.05 118.05 118.05 118.17
S1 117.59 117.59 118.27 117.82
S2 116.80 116.80 118.15
S3 115.55 116.34 118.04
S4 114.30 115.09 117.69
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
5 119.76 117.21 2.55 2.2% 1.16 1.0% 46% False False 165,851,950
10 119.76 116.02 3.74 3.2% 1.34 1.1% 63% False False 191,138,364
20 119.76 113.18 6.58 5.6% 1.35 1.1% 79% False False 186,883,608
40 119.76 106.66 13.10 11.1% 1.27 1.1% 89% False False 187,351,923
60 119.76 104.29 15.47 13.1% 1.34 1.1% 91% False False 194,949,028
80 119.76 103.02 16.74 14.1% 1.43 1.2% 92% False False 198,468,235
100 119.76 101.13 18.63 15.7% 1.53 1.3% 93% False False 210,419,882
120 119.76 101.13 18.63 15.7% 1.68 1.4% 93% False False 230,776,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.82
2.618 121.78
1.618 120.53
1.000 119.76
0.618 119.28
HIGH 118.51
0.618 118.03
0.500 117.89
0.382 117.74
LOW 117.26
0.618 116.49
1.000 116.01
1.618 115.24
2.618 113.99
4.250 111.95
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 118.22 118.51
PP 118.05 118.47
S1 117.89 118.42

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

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