SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 113.25 112.11 -1.14 -1.0% 119.53
High 114.21 114.16 -0.05 0.0% 121.99
Low 111.30 112.02 0.72 0.6% 111.30
Close 112.86 113.54 0.68 0.6% 113.54
Range 2.91 2.14 -0.77 -26.5% 10.69
ATR 3.21 3.13 -0.08 -2.4% 0.00
Volume 513,709,563 307,198,781 -206,510,782 -40.2% 1,596,817,407
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 119.66 118.74 114.72
R3 117.52 116.60 114.13
R2 115.38 115.38 113.93
R1 114.46 114.46 113.74 114.92
PP 113.24 113.24 113.24 113.47
S1 112.32 112.32 113.34 112.78
S2 111.10 111.10 113.15
S3 108.96 110.18 112.95
S4 106.82 108.04 112.36
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 147.68 141.30 119.42
R3 136.99 130.61 116.48
R2 126.30 126.30 115.50
R1 119.92 119.92 114.52 117.77
PP 115.61 115.61 115.61 114.53
S1 109.23 109.23 112.56 107.08
S2 104.92 104.92 111.58
S3 94.23 98.54 110.60
S4 83.54 87.85 107.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.99 111.30 10.69 9.4% 2.68 2.4% 21% False False 319,363,481
10 121.99 111.30 10.69 9.4% 2.59 2.3% 21% False False 310,458,800
20 123.51 111.30 12.21 10.8% 2.80 2.5% 18% False False 289,112,786
40 130.96 110.27 20.69 18.2% 3.37 3.0% 16% False False 346,472,463
60 135.70 110.27 25.43 22.4% 2.74 2.4% 13% False False 292,088,344
80 135.70 110.27 25.43 22.4% 2.43 2.1% 13% False False 269,944,643
100 136.11 110.27 25.84 22.8% 2.27 2.0% 13% False False 248,028,523
120 137.18 110.27 26.91 23.7% 2.07 1.8% 12% False False 230,189,542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.26
2.618 119.76
1.618 117.62
1.000 116.30
0.618 115.48
HIGH 114.16
0.618 113.34
0.500 113.09
0.382 112.84
LOW 112.02
0.618 110.70
1.000 109.88
1.618 108.56
2.618 106.42
4.250 102.93
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 113.39 115.95
PP 113.24 115.15
S1 113.09 114.34

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

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