SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 112.11 114.61 2.50 2.2% 119.53
High 114.16 116.40 2.24 2.0% 121.99
Low 112.02 112.98 0.96 0.9% 111.30
Close 113.54 116.24 2.70 2.4% 113.54
Range 2.14 3.42 1.28 59.8% 10.69
ATR 3.13 3.15 0.02 0.7% 0.00
Volume 307,198,781 260,436,172 -46,762,609 -15.2% 1,596,817,407
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 125.47 124.27 118.12
R3 122.05 120.85 117.18
R2 118.63 118.63 116.87
R1 117.43 117.43 116.55 118.03
PP 115.21 115.21 115.21 115.51
S1 114.01 114.01 115.93 114.61
S2 111.79 111.79 115.61
S3 108.37 110.59 115.30
S4 104.95 107.17 114.36
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 9.2% 2.92 2.5% 46% False False 323,248,672
10 121.99 111.30 10.69 9.2% 2.66 2.3% 46% False False 305,948,333
20 123.51 111.30 12.21 10.5% 2.74 2.4% 40% False False 286,411,646
40 130.96 110.27 20.69 17.8% 3.39 2.9% 29% False False 345,308,746
60 135.70 110.27 25.43 21.9% 2.77 2.4% 23% False False 292,705,716
80 135.70 110.27 25.43 21.9% 2.46 2.1% 23% False False 270,695,136
100 136.11 110.27 25.84 22.2% 2.28 2.0% 23% False False 248,805,275
120 137.18 110.27 26.91 23.2% 2.09 1.8% 22% False False 231,352,842
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.94
2.618 125.35
1.618 121.93
1.000 119.82
0.618 118.51
HIGH 116.40
0.618 115.09
0.500 114.69
0.382 114.29
LOW 112.98
0.618 110.87
1.000 109.56
1.618 107.45
2.618 104.03
4.250 98.45
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 115.72 115.44
PP 115.21 114.65
S1 114.69 113.85

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

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