SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 119.53 120.82 1.29 1.1% 114.47
High 120.93 121.99 1.06 0.9% 121.97
Low 118.72 120.01 1.29 1.1% 114.05
Close 120.31 120.17 -0.14 -0.1% 121.52
Range 2.21 1.98 -0.23 -10.4% 7.92
ATR 3.03 2.96 -0.08 -2.5% 0.00
Volume 241,010,219 218,838,125 -22,172,094 -9.2% 1,507,770,595
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.66 125.40 121.26
R3 124.68 123.42 120.71
R2 122.70 122.70 120.53
R1 121.44 121.44 120.35 121.08
PP 120.72 120.72 120.72 120.55
S1 119.46 119.46 119.99 119.10
S2 118.74 118.74 119.81
S3 116.76 117.48 119.63
S4 114.78 115.50 119.08
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
5 121.99 116.72 5.27 4.4% 2.40 2.0% 65% True False 277,945,156
10 121.99 114.05 7.94 6.6% 2.46 2.0% 77% True False 280,717,373
20 123.51 112.58 10.93 9.1% 2.83 2.4% 69% False False 276,717,508
40 133.96 110.27 23.69 19.7% 3.26 2.7% 42% False False 332,720,022
60 135.70 110.27 25.43 21.2% 2.66 2.2% 39% False False 282,629,233
80 135.70 110.27 25.43 21.2% 2.38 2.0% 39% False False 261,508,294
100 137.18 110.27 26.91 22.4% 2.20 1.8% 37% False False 240,436,784
120 137.18 110.27 26.91 22.4% 2.01 1.7% 37% False False 223,940,729
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.41
2.618 127.17
1.618 125.19
1.000 123.97
0.618 123.21
HIGH 121.99
0.618 121.23
0.500 121.00
0.382 120.77
LOW 120.01
0.618 118.79
1.000 118.03
1.618 116.81
2.618 114.83
4.250 111.60
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 121.00 120.36
PP 120.72 120.29
S1 120.45 120.23

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

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