SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 114.61 118.53 3.92 3.4% 119.53
High 116.40 119.56 3.16 2.7% 121.99
Low 112.98 116.84 3.86 3.4% 111.30
Close 116.24 117.54 1.30 1.1% 113.54
Range 3.42 2.72 -0.70 -20.5% 10.69
ATR 3.15 3.16 0.01 0.4% 0.00
Volume 260,436,172 311,473,719 51,037,547 19.6% 1,596,817,407
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.14 124.56 119.04
R3 123.42 121.84 118.29
R2 120.70 120.70 118.04
R1 119.12 119.12 117.79 118.55
PP 117.98 117.98 117.98 117.70
S1 116.40 116.40 117.29 115.83
S2 115.26 115.26 117.04
S3 112.54 113.68 116.79
S4 109.82 110.96 116.04
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
5 120.60 111.30 9.30 7.9% 3.07 2.6% 67% False False 341,775,790
10 121.99 111.30 10.69 9.1% 2.73 2.3% 58% False False 309,860,473
20 123.51 111.30 12.21 10.4% 2.71 2.3% 51% False False 292,686,281
40 128.50 110.27 18.23 15.5% 3.38 2.9% 40% False False 344,960,476
60 135.70 110.27 25.43 21.6% 2.78 2.4% 29% False False 294,524,134
80 135.70 110.27 25.43 21.6% 2.48 2.1% 29% False False 271,655,713
100 136.11 110.27 25.84 22.0% 2.29 2.0% 28% False False 249,787,947
120 137.18 110.27 26.91 22.9% 2.10 1.8% 27% False False 232,946,567
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.12
2.618 126.68
1.618 123.96
1.000 122.28
0.618 121.24
HIGH 119.56
0.618 118.52
0.500 118.20
0.382 117.88
LOW 116.84
0.618 115.16
1.000 114.12
1.618 112.44
2.618 109.72
4.250 105.28
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 118.20 116.96
PP 117.98 116.37
S1 117.76 115.79

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

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