SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 121.29 119.53 -1.76 -1.5% 114.47
High 121.97 120.93 -1.04 -0.9% 121.97
Low 120.32 118.72 -1.60 -1.3% 114.05
Close 121.52 120.31 -1.21 -1.0% 121.52
Range 1.65 2.21 0.56 33.9% 7.92
ATR 3.05 3.03 -0.02 -0.6% 0.00
Volume 284,045,125 241,010,219 -43,034,906 -15.2% 1,507,770,595
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.62 125.67 121.53
R3 124.41 123.46 120.92
R2 122.20 122.20 120.72
R1 121.25 121.25 120.51 121.73
PP 119.99 119.99 119.99 120.22
S1 119.04 119.04 120.11 119.52
S2 117.78 117.78 119.90
S3 115.57 116.83 119.70
S4 113.36 114.62 119.09
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
5 121.97 116.22 5.75 4.8% 2.39 2.0% 71% False False 288,647,994
10 121.97 114.05 7.92 6.6% 2.54 2.1% 79% False False 287,337,292
20 123.51 112.41 11.10 9.2% 2.88 2.4% 71% False False 279,515,714
40 134.49 110.27 24.22 20.1% 3.25 2.7% 41% False False 330,660,918
60 135.70 110.27 25.43 21.1% 2.66 2.2% 39% False False 280,424,113
80 135.70 110.27 25.43 21.1% 2.38 2.0% 39% False False 260,807,995
100 137.18 110.27 26.91 22.4% 2.19 1.8% 37% False False 239,497,061
120 137.18 110.27 26.91 22.4% 2.00 1.7% 37% False False 223,247,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.32
2.618 126.72
1.618 124.51
1.000 123.14
0.618 122.30
HIGH 120.93
0.618 120.09
0.500 119.83
0.382 119.56
LOW 118.72
0.618 117.35
1.000 116.51
1.618 115.14
2.618 112.93
4.250 109.33
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 120.15 120.35
PP 119.99 120.33
S1 119.83 120.32

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

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