SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 124.89 124.35 -0.54 -0.4% 121.99
High 124.95 124.77 -0.18 -0.1% 124.12
Low 122.78 122.21 -0.57 -0.5% 119.20
Close 123.05 124.30 1.25 1.0% 123.97
Range 2.17 2.56 0.39 18.0% 4.92
ATR 2.82 2.80 -0.02 -0.7% 0.00
Volume 268,443,063 288,888,375 20,445,312 7.6% 1,288,152,031
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 131.44 130.43 125.71
R3 128.88 127.87 125.00
R2 126.32 126.32 124.77
R1 125.31 125.31 124.53 124.54
PP 123.76 123.76 123.76 123.37
S1 122.75 122.75 124.07 121.98
S2 121.20 121.20 123.83
S3 118.64 120.19 123.60
S4 116.08 117.63 122.89
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
5 125.80 119.82 5.98 4.8% 2.03 1.6% 75% False False 260,203,028
10 125.80 119.12 6.68 5.4% 2.26 1.8% 78% False False 247,183,200
20 125.80 107.43 18.37 14.8% 2.57 2.1% 92% False False 272,835,007
40 125.80 107.43 18.37 14.8% 2.65 2.1% 92% False False 283,898,682
60 126.31 107.43 18.88 15.2% 3.12 2.5% 89% False False 319,919,469
80 135.70 107.43 28.27 22.7% 2.76 2.2% 60% False False 290,607,655
100 135.70 107.43 28.27 22.7% 2.52 2.0% 60% False False 272,958,211
120 136.11 107.43 28.68 23.1% 2.35 1.9% 59% False False 254,189,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135.65
2.618 131.47
1.618 128.91
1.000 127.33
0.618 126.35
HIGH 124.77
0.618 123.79
0.500 123.49
0.382 123.19
LOW 122.21
0.618 120.63
1.000 119.65
1.618 118.07
2.618 115.51
4.250 111.33
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 124.03 124.20
PP 123.76 124.10
S1 123.49 124.01

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

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