SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 120.04 121.91 1.87 1.6% 117.68
High 120.87 122.60 1.73 1.4% 122.60
Low 119.12 121.23 2.11 1.8% 117.67
Close 120.51 122.57 2.06 1.7% 122.57
Range 1.75 1.37 -0.38 -21.7% 4.93
ATR 3.03 2.97 -0.07 -2.2% 0.00
Volume 212,203,875 211,306,313 -897,562 -0.4% 1,144,187,735
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 126.24 125.78 123.32
R3 124.87 124.41 122.95
R2 123.50 123.50 122.82
R1 123.04 123.04 122.70 123.27
PP 122.13 122.13 122.13 122.25
S1 121.67 121.67 122.44 121.90
S2 120.76 120.76 122.32
S3 119.39 120.30 122.19
S4 118.02 118.93 121.82
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 135.74 134.08 125.28
R3 130.81 129.15 123.93
R2 125.88 125.88 123.47
R1 124.22 124.22 123.02 125.05
PP 120.95 120.95 120.95 121.36
S1 119.29 119.29 122.12 120.12
S2 116.02 116.02 121.67
S3 111.09 114.36 121.21
S4 106.16 109.43 119.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.60 117.67 4.93 4.0% 1.64 1.3% 99% True False 228,837,547
10 122.60 107.43 15.17 12.4% 2.59 2.1% 100% True False 282,194,314
20 122.60 107.43 15.17 12.4% 2.75 2.2% 100% True False 293,182,025
40 123.51 107.43 16.08 13.1% 2.84 2.3% 94% False False 291,027,540
60 134.72 107.43 27.29 22.3% 3.06 2.5% 55% False False 316,249,532
80 135.70 107.43 28.27 23.1% 2.68 2.2% 54% False False 284,684,965
100 135.70 107.43 28.27 23.1% 2.45 2.0% 54% False False 266,340,438
120 137.18 107.43 29.75 24.3% 2.28 1.9% 51% False False 247,628,416
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 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.42
2.618 126.19
1.618 124.82
1.000 123.97
0.618 123.45
HIGH 122.60
0.618 122.08
0.500 121.92
0.382 121.75
LOW 121.23
0.618 120.38
1.000 119.86
1.618 119.01
2.618 117.64
4.250 115.41
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 122.35 122.00
PP 122.13 121.43
S1 121.92 120.86

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

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