SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 120.82 120.23 -0.59 -0.5% 114.47
High 121.99 120.60 -1.39 -1.1% 121.97
Low 120.01 116.44 -3.57 -3.0% 114.05
Close 120.17 116.63 -3.54 -2.9% 121.52
Range 1.98 4.16 2.18 110.1% 7.92
ATR 2.96 3.04 0.09 2.9% 0.00
Volume 218,838,125 316,060,719 97,222,594 44.4% 1,507,770,595
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 130.37 127.66 118.92
R3 126.21 123.50 117.77
R2 122.05 122.05 117.39
R1 119.34 119.34 117.01 118.62
PP 117.89 117.89 117.89 117.53
S1 115.18 115.18 116.25 114.46
S2 113.73 113.73 115.87
S3 109.57 111.02 115.49
S4 105.41 106.86 114.34
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
5 121.99 116.44 5.55 4.8% 2.41 2.1% 3% False True 277,306,675
10 121.99 114.05 7.94 6.8% 2.68 2.3% 32% False False 291,370,075
20 123.51 113.85 9.66 8.3% 2.84 2.4% 29% False False 275,980,651
40 132.63 110.27 22.36 19.2% 3.35 2.9% 28% False False 337,340,461
60 135.70 110.27 25.43 21.8% 2.70 2.3% 25% False False 285,116,661
80 135.70 110.27 25.43 21.8% 2.42 2.1% 25% False False 263,948,390
100 137.18 110.27 26.91 23.1% 2.24 1.9% 24% False False 242,449,179
120 137.18 110.27 26.91 23.1% 2.04 1.7% 24% False False 225,469,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 138.28
2.618 131.49
1.618 127.33
1.000 124.76
0.618 123.17
HIGH 120.60
0.618 119.01
0.500 118.52
0.382 118.03
LOW 116.44
0.618 113.87
1.000 112.28
1.618 109.71
2.618 105.55
4.250 98.76
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 118.52 119.22
PP 117.89 118.35
S1 117.26 117.49

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

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