SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 117.05 114.45 -2.60 -2.2% 114.61
High 117.63 115.45 -2.18 -1.9% 119.56
Low 113.93 113.07 -0.86 -0.8% 112.98
Close 116.05 113.15 -2.90 -2.5% 113.15
Range 3.70 2.38 -1.32 -35.7% 6.58
ATR 3.22 3.21 -0.02 -0.5% 0.00
Volume 297,994,406 288,440,781 -9,553,625 -3.2% 1,444,879,953
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 121.03 119.47 114.46
R3 118.65 117.09 113.80
R2 116.27 116.27 113.59
R1 114.71 114.71 113.37 114.30
PP 113.89 113.89 113.89 113.69
S1 112.33 112.33 112.93 111.92
S2 111.51 111.51 112.71
S3 109.13 109.95 112.50
S4 106.75 107.57 111.84
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 134.97 130.64 116.77
R3 128.39 124.06 114.96
R2 121.81 121.81 114.36
R1 117.48 117.48 113.75 116.36
PP 115.23 115.23 115.23 114.67
S1 110.90 110.90 112.55 109.78
S2 108.65 108.65 111.94
S3 102.07 104.32 111.34
S4 95.49 97.74 109.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.56 112.98 6.58 5.8% 3.15 2.8% 3% False False 288,975,990
10 121.99 111.30 10.69 9.4% 2.91 2.6% 17% False False 304,169,736
20 121.99 111.30 10.69 9.4% 2.79 2.5% 17% False False 296,473,458
40 123.51 110.27 13.24 11.7% 3.36 3.0% 22% False False 335,844,518
60 135.36 110.27 25.09 22.2% 2.90 2.6% 11% False False 301,114,508
80 135.70 110.27 25.43 22.5% 2.55 2.3% 11% False False 275,819,529
100 135.70 110.27 25.43 22.5% 2.34 2.1% 11% False False 254,051,265
120 137.18 110.27 26.91 23.8% 2.15 1.9% 11% False False 236,554,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.80
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.57
2.618 121.68
1.618 119.30
1.000 117.83
0.618 116.92
HIGH 115.45
0.618 114.54
0.500 114.26
0.382 113.98
LOW 113.07
0.618 111.60
1.000 110.69
1.618 109.22
2.618 106.84
4.250 102.96
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 114.26 115.78
PP 113.89 114.90
S1 113.52 114.03

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

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