SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 118.87 120.60 1.73 1.5% 112.49
High 120.04 122.14 2.10 1.7% 117.24
Low 118.75 120.33 1.58 1.3% 107.43
Close 119.70 120.75 1.05 0.9% 115.71
Range 1.29 1.81 0.52 40.3% 9.81
ATR 3.19 3.13 -0.05 -1.7% 0.00
Volume 208,964,484 281,383,969 72,419,485 34.7% 1,677,755,407
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 126.50 125.44 121.75
R3 124.69 123.63 121.25
R2 122.88 122.88 121.08
R1 121.82 121.82 120.92 122.35
PP 121.07 121.07 121.07 121.34
S1 120.01 120.01 120.58 120.54
S2 119.26 119.26 120.42
S3 117.45 118.20 120.25
S4 115.64 116.39 119.75
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
5 122.14 113.51 8.63 7.1% 2.08 1.7% 84% True False 258,191,028
10 122.14 107.43 14.71 12.2% 2.89 2.4% 91% True False 298,486,814
20 122.14 107.43 14.71 12.2% 2.78 2.3% 91% True False 302,537,731
40 123.51 107.43 16.08 13.3% 2.99 2.5% 83% False False 298,935,083
60 134.82 107.43 27.39 22.7% 3.06 2.5% 49% False False 315,611,168
80 135.70 107.43 28.27 23.4% 2.68 2.2% 47% False False 283,992,982
100 135.70 107.43 28.27 23.4% 2.45 2.0% 47% False False 265,245,555
120 137.18 107.43 29.75 24.6% 2.27 1.9% 45% False False 245,867,216
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.83
2.618 126.88
1.618 125.07
1.000 123.95
0.618 123.26
HIGH 122.14
0.618 121.45
0.500 121.24
0.382 121.02
LOW 120.33
0.618 119.21
1.000 118.52
1.618 117.40
2.618 115.59
4.250 112.64
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 121.24 120.47
PP 121.07 120.19
S1 120.91 119.91

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

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