SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 117.17 117.68 0.51 0.4% 112.49
High 117.24 119.63 2.39 2.0% 117.24
Low 115.06 117.67 2.61 2.3% 107.43
Close 115.71 119.58 3.87 3.3% 115.71
Range 2.18 1.96 -0.22 -10.1% 9.81
ATR 3.29 3.33 0.05 1.4% 0.00
Volume 312,599,438 230,329,094 -82,270,344 -26.3% 1,677,755,407
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 124.84 124.17 120.66
R3 122.88 122.21 120.12
R2 120.92 120.92 119.94
R1 120.25 120.25 119.76 120.59
PP 118.96 118.96 118.96 119.13
S1 118.29 118.29 119.40 118.63
S2 117.00 117.00 119.22
S3 115.04 116.33 119.04
S4 113.08 114.37 118.50
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.89 139.11 121.11
R3 133.08 129.30 118.41
R2 123.27 123.27 117.51
R1 119.49 119.49 116.61 121.38
PP 113.46 113.46 113.46 114.41
S1 109.68 109.68 114.81 111.57
S2 103.65 103.65 113.91
S3 93.84 99.87 113.01
S4 84.03 90.06 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.63 107.43 12.20 10.2% 3.12 2.6% 100% True False 308,665,187
10 119.63 107.43 12.20 10.2% 3.20 2.7% 100% True False 309,252,828
20 121.99 107.43 14.56 12.2% 2.93 2.5% 83% False False 307,600,580
40 123.51 107.43 16.08 13.4% 3.01 2.5% 76% False False 300,236,161
60 134.82 107.43 27.39 22.9% 3.06 2.6% 44% False False 312,158,841
80 135.70 107.43 28.27 23.6% 2.68 2.2% 43% False False 282,791,277
100 135.70 107.43 28.27 23.6% 2.44 2.0% 43% False False 263,299,476
120 137.18 107.43 29.75 24.9% 2.25 1.9% 41% False False 244,213,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 127.96
2.618 124.76
1.618 122.80
1.000 121.59
0.618 120.84
HIGH 119.63
0.618 118.88
0.500 118.65
0.382 118.42
LOW 117.67
0.618 116.46
1.000 115.71
1.618 114.50
2.618 112.54
4.250 109.34
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 119.27 118.58
PP 118.96 117.57
S1 118.65 116.57

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

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