SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 118.53 117.78 -0.75 -0.6% 119.53
High 119.56 118.49 -1.07 -0.9% 121.99
Low 116.84 114.97 -1.87 -1.6% 111.30
Close 117.54 115.15 -2.39 -2.0% 113.54
Range 2.72 3.52 0.80 29.4% 10.69
ATR 3.16 3.19 0.03 0.8% 0.00
Volume 311,473,719 286,534,875 -24,938,844 -8.0% 1,596,817,407
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.76 124.48 117.09
R3 123.24 120.96 116.12
R2 119.72 119.72 115.80
R1 117.44 117.44 115.47 116.82
PP 116.20 116.20 116.20 115.90
S1 113.92 113.92 114.83 113.30
S2 112.68 112.68 114.50
S3 109.16 110.40 114.18
S4 105.64 106.88 113.21
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
5 119.56 111.30 8.26 7.2% 2.94 2.6% 47% False False 335,870,622
10 121.99 111.30 10.69 9.3% 2.68 2.3% 36% False False 306,588,648
20 123.51 111.30 12.21 10.6% 2.73 2.4% 32% False False 294,962,357
40 126.31 110.27 16.04 13.9% 3.39 2.9% 30% False False 343,461,700
60 135.70 110.27 25.43 22.1% 2.83 2.5% 19% False False 296,531,871
80 135.70 110.27 25.43 22.1% 2.50 2.2% 19% False False 272,989,012
100 136.11 110.27 25.84 22.4% 2.30 2.0% 19% False False 250,460,246
120 137.18 110.27 26.91 23.4% 2.12 1.8% 18% False False 233,910,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133.45
2.618 127.71
1.618 124.19
1.000 122.01
0.618 120.67
HIGH 118.49
0.618 117.15
0.500 116.73
0.382 116.31
LOW 114.97
0.618 112.79
1.000 111.45
1.618 109.27
2.618 105.75
4.250 100.01
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 116.73 116.27
PP 116.20 115.90
S1 115.68 115.52

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

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