SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 114.45 112.49 -1.96 -1.7% 114.61
High 115.45 113.95 -1.50 -1.3% 119.56
Low 113.07 109.81 -3.26 -2.9% 112.98
Close 113.15 109.93 -3.22 -2.8% 113.15
Range 2.38 4.14 1.76 73.9% 6.58
ATR 3.21 3.27 0.07 2.1% 0.00
Volume 288,440,781 364,758,563 76,317,782 26.5% 1,444,879,953
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 123.65 120.93 112.21
R3 119.51 116.79 111.07
R2 115.37 115.37 110.69
R1 112.65 112.65 110.31 111.94
PP 111.23 111.23 111.23 110.88
S1 108.51 108.51 109.55 107.80
S2 107.09 107.09 109.17
S3 102.95 104.37 108.79
S4 98.81 100.23 107.65
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
5 119.56 109.81 9.75 8.9% 3.29 3.0% 1% False True 309,840,468
10 121.99 109.81 12.18 11.1% 3.11 2.8% 1% False True 316,544,570
20 121.99 109.81 12.18 11.1% 2.82 2.6% 1% False True 301,940,931
40 123.51 109.81 13.70 12.5% 3.33 3.0% 1% False True 333,014,363
60 134.82 109.81 25.01 22.8% 2.93 2.7% 0% False True 303,958,157
80 135.70 109.81 25.89 23.6% 2.59 2.4% 0% False True 278,368,200
100 135.70 109.81 25.89 23.6% 2.36 2.2% 0% False True 255,824,830
120 137.18 109.81 27.37 24.9% 2.17 2.0% 0% False True 238,250,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 131.55
2.618 124.79
1.618 120.65
1.000 118.09
0.618 116.51
HIGH 113.95
0.618 112.37
0.500 111.88
0.382 111.39
LOW 109.81
0.618 107.25
1.000 105.67
1.618 103.11
2.618 98.97
4.250 92.22
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 111.88 113.72
PP 111.23 112.46
S1 110.58 111.19

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

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