SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 119.57 117.68 -1.89 -1.6% 114.39
High 120.94 119.06 -1.88 -1.6% 120.94
Low 118.77 115.28 -3.49 -2.9% 114.38
Close 119.04 115.92 -3.12 -2.6% 115.92
Range 2.17 3.78 1.61 74.2% 6.56
ATR 3.27 3.31 0.04 1.1% 0.00
Volume 249,923,188 380,097,906 130,174,718 52.1% 1,124,592,110
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 128.09 125.79 118.00
R3 124.31 122.01 116.96
R2 120.53 120.53 116.61
R1 118.23 118.23 116.27 117.49
PP 116.75 116.75 116.75 116.39
S1 114.45 114.45 115.57 113.71
S2 112.97 112.97 115.23
S3 109.19 110.67 114.88
S4 105.41 106.89 113.84
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 136.76 132.90 119.53
R3 130.20 126.34 117.72
R2 123.64 123.64 117.12
R1 119.78 119.78 116.52 121.71
PP 117.08 117.08 117.08 118.05
S1 113.22 113.22 115.32 115.15
S2 110.52 110.52 114.72
S3 103.96 106.66 114.12
S4 97.40 100.10 112.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.94 114.38 6.56 5.7% 2.83 2.4% 23% False False 276,000,243
10 123.51 113.85 9.66 8.3% 3.02 2.6% 21% False False 267,766,772
20 123.51 112.41 11.10 9.6% 3.05 2.6% 32% False False 293,279,760
40 134.82 110.27 24.55 21.2% 3.09 2.7% 23% False False 312,300,918
60 135.70 110.27 25.43 21.9% 2.58 2.2% 22% False False 274,559,999
80 135.70 110.27 25.43 21.9% 2.30 2.0% 22% False False 250,075,431
100 137.18 110.27 26.91 23.2% 2.10 1.8% 21% False False 229,722,286
120 137.18 110.27 26.91 23.2% 1.94 1.7% 21% False False 215,590,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.13
2.618 128.96
1.618 125.18
1.000 122.84
0.618 121.40
HIGH 119.06
0.618 117.62
0.500 117.17
0.382 116.72
LOW 115.28
0.618 112.94
1.000 111.50
1.618 109.16
2.618 105.38
4.250 99.22
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 117.17 118.11
PP 116.75 117.38
S1 116.34 116.65

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

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