SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 117.78 117.05 -0.73 -0.6% 119.53
High 118.49 117.63 -0.86 -0.7% 121.99
Low 114.97 113.93 -1.04 -0.9% 111.30
Close 115.15 116.05 0.90 0.8% 113.54
Range 3.52 3.70 0.18 5.1% 10.69
ATR 3.19 3.22 0.04 1.1% 0.00
Volume 286,534,875 297,994,406 11,459,531 4.0% 1,596,817,407
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.97 125.21 118.09
R3 123.27 121.51 117.07
R2 119.57 119.57 116.73
R1 117.81 117.81 116.39 116.84
PP 115.87 115.87 115.87 115.39
S1 114.11 114.11 115.71 113.14
S2 112.17 112.17 115.37
S3 108.47 110.41 115.03
S4 104.77 106.71 114.02
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
5 119.56 112.02 7.54 6.5% 3.10 2.7% 53% False False 292,727,590
10 121.99 111.30 10.69 9.2% 2.84 2.4% 44% False False 303,730,170
20 123.40 111.30 12.10 10.4% 2.80 2.4% 39% False False 294,775,548
40 124.62 110.27 14.35 12.4% 3.41 2.9% 40% False False 341,643,786
60 135.70 110.27 25.43 21.9% 2.87 2.5% 23% False False 299,111,332
80 135.70 110.27 25.43 21.9% 2.53 2.2% 23% False False 274,693,959
100 136.11 110.27 25.84 22.3% 2.33 2.0% 22% False False 252,300,748
120 137.18 110.27 26.91 23.2% 2.14 1.8% 21% False False 235,161,993
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 0.77
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133.36
2.618 127.32
1.618 123.62
1.000 121.33
0.618 119.92
HIGH 117.63
0.618 116.22
0.500 115.78
0.382 115.34
LOW 113.93
0.618 111.64
1.000 110.23
1.618 107.94
2.618 104.24
4.250 98.21
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 115.96 116.75
PP 115.87 116.51
S1 115.78 116.28

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

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