SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 112.62 114.36 1.74 1.5% 114.61
High 114.72 116.66 1.94 1.7% 119.56
Low 111.58 113.51 1.93 1.7% 112.98
Close 114.42 116.49 2.07 1.8% 113.15
Range 3.14 3.15 0.01 0.3% 6.58
ATR 3.39 3.37 -0.02 -0.5% 0.00
Volume 283,949,719 257,678,156 -26,271,563 -9.3% 1,444,879,953
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 125.00 123.90 118.22
R3 121.85 120.75 117.36
R2 118.70 118.70 117.07
R1 117.60 117.60 116.78 118.15
PP 115.55 115.55 115.55 115.83
S1 114.45 114.45 116.20 115.00
S2 112.40 112.40 115.91
S3 109.25 111.30 115.62
S4 106.10 108.15 114.76
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
5 116.66 107.43 9.23 7.9% 3.59 3.1% 98% True False 330,719,350
10 119.56 107.43 12.13 10.4% 3.35 2.9% 75% False False 311,723,470
20 121.99 107.43 14.56 12.5% 3.05 2.6% 62% False False 314,736,091
40 123.51 107.43 16.08 13.8% 3.12 2.7% 56% False False 306,205,473
60 134.82 107.43 27.39 23.5% 3.05 2.6% 33% False False 310,538,959
80 135.70 107.43 28.27 24.3% 2.68 2.3% 32% False False 283,610,978
100 135.70 107.43 28.27 24.3% 2.43 2.1% 32% False False 261,134,963
120 137.18 107.43 29.75 25.5% 2.24 1.9% 30% False False 242,478,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.05
2.618 124.91
1.618 121.76
1.000 119.81
0.618 118.61
HIGH 116.66
0.618 115.46
0.500 115.09
0.382 114.71
LOW 113.51
0.618 111.56
1.000 110.36
1.618 108.41
2.618 105.26
4.250 100.12
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 116.02 115.01
PP 115.55 113.53
S1 115.09 112.05

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

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