SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 120.65 121.29 0.64 0.5% 114.47
High 121.47 121.97 0.50 0.4% 121.97
Low 119.40 120.32 0.92 0.8% 114.05
Close 121.43 121.52 0.09 0.1% 121.52
Range 2.07 1.65 -0.42 -20.3% 7.92
ATR 3.16 3.05 -0.11 -3.4% 0.00
Volume 326,579,188 284,045,125 -42,534,063 -13.0% 1,507,770,595
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.22 125.52 122.43
R3 124.57 123.87 121.97
R2 122.92 122.92 121.82
R1 122.22 122.22 121.67 122.57
PP 121.27 121.27 121.27 121.45
S1 120.57 120.57 121.37 120.92
S2 119.62 119.62 121.22
S3 117.97 118.92 121.07
S4 116.32 117.27 120.61
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 142.94 140.15 125.88
R3 135.02 132.23 123.70
R2 127.10 127.10 122.97
R1 124.31 124.31 122.25 125.71
PP 119.18 119.18 119.18 119.88
S1 116.39 116.39 120.79 117.79
S2 111.26 111.26 120.07
S3 103.34 108.47 119.34
S4 95.42 100.55 117.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.97 114.05 7.92 6.5% 2.49 2.1% 94% True False 301,554,119
10 121.97 114.05 7.92 6.5% 2.66 2.2% 94% True False 288,777,181
20 123.51 112.41 11.10 9.1% 2.93 2.4% 82% False False 288,873,056
40 134.72 110.27 24.45 20.1% 3.22 2.6% 46% False False 327,783,286
60 135.70 110.27 25.43 20.9% 2.66 2.2% 44% False False 281,852,612
80 135.70 110.27 25.43 20.9% 2.37 1.9% 44% False False 259,630,042
100 137.18 110.27 26.91 22.1% 2.18 1.8% 42% False False 238,517,694
120 137.18 110.27 26.91 22.1% 1.99 1.6% 42% False False 222,316,379
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 128.98
2.618 126.29
1.618 124.64
1.000 123.62
0.618 122.99
HIGH 121.97
0.618 121.34
0.500 121.15
0.382 120.95
LOW 120.32
0.618 119.30
1.000 118.67
1.618 117.65
2.618 116.00
4.250 113.31
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 121.40 120.80
PP 121.27 120.07
S1 121.15 119.35

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

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