SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 127.63 128.00 0.37 0.3% 124.16
High 129.42 128.85 -0.57 -0.4% 129.42
Low 124.32 127.80 3.48 2.8% 122.21
Close 128.63 128.60 -0.03 0.0% 128.60
Range 5.10 1.05 -4.05 -79.4% 7.21
ATR 2.97 2.83 -0.14 -4.6% 0.00
Volume 389,862,313 225,692,719 -164,169,594 -42.1% 1,375,724,814
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 131.57 131.13 129.18
R3 130.52 130.08 128.89
R2 129.47 129.47 128.79
R1 129.03 129.03 128.70 129.25
PP 128.42 128.42 128.42 128.53
S1 127.98 127.98 128.50 128.20
S2 127.37 127.37 128.41
S3 126.32 126.93 128.31
S4 125.27 125.88 128.02
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 148.37 145.70 132.57
R3 141.16 138.49 130.58
R2 133.95 133.95 129.92
R1 131.28 131.28 129.26 132.62
PP 126.74 126.74 126.74 127.41
S1 124.07 124.07 127.94 125.41
S2 119.53 119.53 127.28
S3 112.32 116.86 126.62
S4 105.11 109.65 124.63
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% 2.52 2.0% 89% False False 275,144,962
10 129.42 119.20 10.22 7.9% 2.56 2.0% 92% False False 266,387,684
20 129.42 107.43 21.99 17.1% 2.58 2.0% 96% False False 274,290,999
40 129.42 107.43 21.99 17.1% 2.68 2.1% 96% False False 285,382,229
60 129.42 107.43 21.99 17.1% 3.10 2.4% 96% False False 315,326,678
80 135.36 107.43 27.93 21.7% 2.82 2.2% 76% False False 294,408,631
100 135.70 107.43 28.27 22.0% 2.56 2.0% 75% False False 275,513,823
120 135.70 107.43 28.27 22.0% 2.38 1.9% 75% False False 257,424,554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 133.31
2.618 131.60
1.618 130.55
1.000 129.90
0.618 129.50
HIGH 128.85
0.618 128.45
0.500 128.33
0.382 128.20
LOW 127.80
0.618 127.15
1.000 126.75
1.618 126.10
2.618 125.05
4.250 123.34
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 128.51 127.67
PP 128.42 126.74
S1 128.33 125.82

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

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