SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 121.43 123.08 1.65 1.4% 121.99
High 122.10 124.12 2.02 1.7% 124.12
Low 119.82 122.72 2.90 2.4% 119.20
Close 121.66 123.97 2.31 1.9% 123.97
Range 2.28 1.40 -0.88 -38.6% 4.92
ATR 2.94 2.91 -0.03 -1.2% 0.00
Volume 261,941,453 278,903,906 16,962,453 6.5% 1,288,152,031
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 127.80 127.29 124.74
R3 126.40 125.89 124.36
R2 125.00 125.00 124.23
R1 124.49 124.49 124.10 124.75
PP 123.60 123.60 123.60 123.73
S1 123.09 123.09 123.84 123.35
S2 122.20 122.20 123.71
S3 120.80 121.69 123.59
S4 119.40 120.29 123.20
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 137.19 135.50 126.68
R3 132.27 130.58 125.32
R2 127.35 127.35 124.87
R1 125.66 125.66 124.42 126.51
PP 122.43 122.43 122.43 122.85
S1 120.74 120.74 123.52 121.59
S2 117.51 117.51 123.07
S3 112.59 115.82 122.62
S4 107.67 110.90 121.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.12 119.20 4.92 4.0% 2.59 2.1% 97% True False 257,630,406
10 124.12 117.67 6.45 5.2% 2.12 1.7% 98% True False 243,233,976
20 124.12 107.43 16.69 13.5% 2.73 2.2% 99% True False 277,748,756
40 124.12 107.43 16.69 13.5% 2.77 2.2% 99% True False 283,430,771
60 130.96 107.43 23.53 19.0% 3.16 2.5% 70% False False 323,564,560
80 135.70 107.43 28.27 22.8% 2.74 2.2% 59% False False 288,503,447
100 135.70 107.43 28.27 22.8% 2.49 2.0% 59% False False 271,505,466
120 136.11 107.43 28.68 23.1% 2.34 1.9% 58% False False 252,981,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130.07
2.618 127.79
1.618 126.39
1.000 125.52
0.618 124.99
HIGH 124.12
0.618 123.59
0.500 123.42
0.382 123.25
LOW 122.72
0.618 121.85
1.000 121.32
1.618 120.45
2.618 119.05
4.250 116.77
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 123.79 123.30
PP 123.60 122.64
S1 123.42 121.97

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

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