SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 117.68 114.47 -3.21 -2.7% 114.39
High 119.06 116.76 -2.30 -1.9% 120.94
Low 115.28 114.05 -1.23 -1.1% 114.38
Close 115.92 116.67 0.75 0.6% 115.92
Range 3.78 2.71 -1.07 -28.3% 6.56
ATR 3.31 3.27 -0.04 -1.3% 0.00
Volume 380,097,906 305,540,844 -74,557,062 -19.6% 1,124,592,110
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 123.96 123.02 118.16
R3 121.25 120.31 117.42
R2 118.54 118.54 117.17
R1 117.60 117.60 116.92 118.07
PP 115.83 115.83 115.83 116.06
S1 114.89 114.89 116.42 115.36
S2 113.12 113.12 116.17
S3 110.41 112.18 115.92
S4 107.70 109.47 115.18
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
5 120.94 114.05 6.89 5.9% 2.68 2.3% 38% False True 286,026,590
10 123.51 114.05 9.46 8.1% 2.82 2.4% 28% False True 266,874,959
20 123.51 112.41 11.10 9.5% 3.09 2.7% 38% False False 292,871,741
40 134.82 110.27 24.55 21.0% 3.13 2.7% 26% False False 314,437,972
60 135.70 110.27 25.43 21.8% 2.60 2.2% 25% False False 274,521,509
80 135.70 110.27 25.43 21.8% 2.32 2.0% 25% False False 252,224,200
100 137.18 110.27 26.91 23.1% 2.12 1.8% 24% False False 231,535,918
120 137.18 110.27 26.91 23.1% 1.95 1.7% 24% False False 217,056,831
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 True
Bull Hook False
Stretch 0.92
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.28
2.618 123.85
1.618 121.14
1.000 119.47
0.618 118.43
HIGH 116.76
0.618 115.72
0.500 115.41
0.382 115.09
LOW 114.05
0.618 112.38
1.000 111.34
1.618 109.67
2.618 106.96
4.250 102.53
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 116.25 117.50
PP 115.83 117.22
S1 115.41 116.95

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

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