SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 120.14 122.38 2.24 1.9% 117.68
High 123.50 123.08 -0.42 -0.3% 122.60
Low 119.20 120.71 1.51 1.3% 117.67
Close 122.58 121.13 -1.45 -1.2% 122.57
Range 4.30 2.37 -1.93 -44.9% 4.93
ATR 3.04 2.99 -0.05 -1.6% 0.00
Volume 318,676,531 226,549,125 -92,127,406 -28.9% 1,144,187,735
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 128.75 127.31 122.43
R3 126.38 124.94 121.78
R2 124.01 124.01 121.56
R1 122.57 122.57 121.35 122.11
PP 121.64 121.64 121.64 121.41
S1 120.20 120.20 120.91 119.74
S2 119.27 119.27 120.70
S3 116.90 117.83 120.48
S4 114.53 115.46 119.83
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
5 123.50 119.12 4.38 3.6% 2.48 2.0% 46% False False 234,163,372
10 123.50 113.51 9.99 8.2% 2.28 1.9% 76% False False 246,177,200
20 123.50 107.43 16.07 13.3% 2.80 2.3% 85% False False 291,751,905
40 123.51 107.43 16.08 13.3% 2.82 2.3% 85% False False 283,866,278
60 132.63 107.43 25.20 20.8% 3.16 2.6% 54% False False 322,144,275
80 135.70 107.43 28.27 23.3% 2.72 2.2% 48% False False 286,775,472
100 135.70 107.43 28.27 23.3% 2.50 2.1% 48% False False 269,509,093
120 137.18 107.43 29.75 24.6% 2.33 1.9% 46% False False 250,666,300
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.15
2.618 129.28
1.618 126.91
1.000 125.45
0.618 124.54
HIGH 123.08
0.618 122.17
0.500 121.90
0.382 121.62
LOW 120.71
0.618 119.25
1.000 118.34
1.618 116.88
2.618 114.51
4.250 110.64
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 121.90 121.35
PP 121.64 121.28
S1 121.39 121.20

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

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