SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 124.35 127.63 3.28 2.6% 121.99
High 124.77 129.42 4.65 3.7% 124.12
Low 122.21 124.32 2.11 1.7% 119.20
Close 124.30 128.63 4.33 3.5% 123.97
Range 2.56 5.10 2.54 99.2% 4.92
ATR 2.80 2.97 0.17 5.9% 0.00
Volume 288,888,375 389,862,313 100,973,938 35.0% 1,288,152,031
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 142.76 140.79 131.44
R3 137.66 135.69 130.03
R2 132.56 132.56 129.57
R1 130.59 130.59 129.10 131.58
PP 127.46 127.46 127.46 127.95
S1 125.49 125.49 128.16 126.48
S2 122.36 122.36 127.70
S3 117.26 120.39 127.23
S4 112.16 115.29 125.83
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
5 129.42 122.21 7.21 5.6% 2.59 2.0% 89% True False 285,787,200
10 129.42 119.20 10.22 7.9% 2.59 2.0% 92% True False 264,949,043
20 129.42 107.43 21.99 17.1% 2.64 2.1% 96% True False 277,428,402
40 129.42 107.43 21.99 17.1% 2.72 2.1% 96% True False 286,101,975
60 129.42 107.43 21.99 17.1% 3.16 2.5% 96% True False 320,238,658
80 135.70 107.43 28.27 22.0% 2.81 2.2% 75% False False 293,690,599
100 135.70 107.43 28.27 22.0% 2.56 2.0% 75% False False 275,240,847
120 136.11 107.43 28.68 22.3% 2.38 1.9% 74% False False 256,488,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 151.10
2.618 142.77
1.618 137.67
1.000 134.52
0.618 132.57
HIGH 129.42
0.618 127.47
0.500 126.87
0.382 126.27
LOW 124.32
0.618 121.17
1.000 119.22
1.618 116.07
2.618 110.97
4.250 102.65
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 128.04 127.69
PP 127.46 126.75
S1 126.87 125.82

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

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