SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 114.47 117.05 2.58 2.3% 114.39
High 116.76 118.18 1.42 1.2% 120.94
Low 114.05 116.22 2.17 1.9% 114.38
Close 116.67 117.74 1.07 0.9% 115.92
Range 2.71 1.96 -0.75 -27.7% 6.56
ATR 3.27 3.17 -0.09 -2.9% 0.00
Volume 305,540,844 272,352,313 -33,188,531 -10.9% 1,124,592,110
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 123.26 122.46 118.82
R3 121.30 120.50 118.28
R2 119.34 119.34 118.10
R1 118.54 118.54 117.92 118.94
PP 117.38 117.38 117.38 117.58
S1 116.58 116.58 117.56 116.98
S2 115.42 115.42 117.38
S3 113.46 114.62 117.20
S4 111.50 112.66 116.66
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% 2.52 2.1% 54% False False 283,489,590
10 123.51 114.05 9.46 8.0% 2.68 2.3% 39% False False 275,512,089
20 123.51 112.41 11.10 9.4% 3.10 2.6% 48% False False 294,068,634
40 134.82 110.27 24.55 20.9% 3.13 2.7% 30% False False 318,328,236
60 135.70 110.27 25.43 21.6% 2.61 2.2% 29% False False 275,146,493
80 135.70 110.27 25.43 21.6% 2.33 2.0% 29% False False 254,144,787
100 137.18 110.27 26.91 22.9% 2.13 1.8% 28% False False 232,701,963
120 137.18 110.27 26.91 22.9% 1.95 1.7% 28% False False 218,091,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.86
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 126.51
2.618 123.31
1.618 121.35
1.000 120.14
0.618 119.39
HIGH 118.18
0.618 117.43
0.500 117.20
0.382 116.97
LOW 116.22
0.618 115.01
1.000 114.26
1.618 113.05
2.618 111.09
4.250 107.89
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 117.56 117.35
PP 117.38 116.95
S1 117.20 116.56

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

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