SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 108.35 112.62 4.27 3.9% 114.61
High 112.58 114.72 2.14 1.9% 119.56
Low 107.43 111.58 4.15 3.9% 112.98
Close 112.34 114.42 2.08 1.9% 113.15
Range 5.15 3.14 -2.01 -39.0% 6.58
ATR 3.41 3.39 -0.02 -0.6% 0.00
Volume 458,769,531 283,949,719 -174,819,812 -38.1% 1,444,879,953
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 122.99 121.85 116.15
R3 119.85 118.71 115.28
R2 116.71 116.71 115.00
R1 115.57 115.57 114.71 116.14
PP 113.57 113.57 113.57 113.86
S1 112.43 112.43 114.13 113.00
S2 110.43 110.43 113.84
S3 107.29 109.29 113.56
S4 104.15 106.15 112.69
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
5 117.63 107.43 10.20 8.9% 3.70 3.2% 69% False False 338,782,600
10 119.56 107.43 12.13 10.6% 3.32 2.9% 58% False False 337,326,611
20 121.99 107.43 14.56 12.7% 3.00 2.6% 48% False False 314,348,343
40 123.51 107.43 16.08 14.1% 3.15 2.8% 43% False False 316,276,071
60 134.82 107.43 27.39 23.9% 3.02 2.6% 26% False False 309,562,997
80 135.70 107.43 28.27 24.7% 2.65 2.3% 25% False False 282,395,122
100 135.70 107.43 28.27 24.7% 2.41 2.1% 25% False False 259,974,416
120 137.18 107.43 29.75 26.0% 2.22 1.9% 23% False False 241,747,593
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 0.94
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.07
2.618 122.94
1.618 119.80
1.000 117.86
0.618 116.66
HIGH 114.72
0.618 113.52
0.500 113.15
0.382 112.78
LOW 111.58
0.618 109.64
1.000 108.44
1.618 106.50
2.618 103.36
4.250 98.24
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 114.00 113.31
PP 113.57 112.19
S1 113.15 111.08

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

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