SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 122.00 123.82 1.82 1.5% 124.16
High 123.51 124.40 0.89 0.7% 129.42
Low 121.52 122.79 1.27 1.0% 122.21
Close 122.00 123.99 1.99 1.6% 128.60
Range 1.99 1.61 -0.38 -19.1% 7.21
ATR 2.94 2.91 -0.04 -1.3% 0.00
Volume 415,600,719 245,060,297 -170,540,422 -41.0% 1,375,724,814
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 128.56 127.88 124.88
R3 126.95 126.27 124.43
R2 125.34 125.34 124.29
R1 124.66 124.66 124.14 125.00
PP 123.73 123.73 123.73 123.90
S1 123.05 123.05 123.84 123.39
S2 122.12 122.12 123.69
S3 120.51 121.44 123.55
S4 118.90 119.83 123.10
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
5 129.42 121.52 7.90 6.4% 2.61 2.1% 31% False False 300,818,178
10 129.42 119.82 9.60 7.7% 2.32 1.9% 43% False False 280,510,603
20 129.42 113.51 15.91 12.8% 2.30 1.9% 66% False False 263,343,901
40 129.42 107.43 21.99 17.7% 2.65 2.1% 75% False False 288,846,122
60 129.42 107.43 21.99 17.7% 2.87 2.3% 75% False False 298,632,014
80 134.82 107.43 27.39 22.1% 2.84 2.3% 60% False False 298,008,223
100 135.70 107.43 28.27 22.8% 2.58 2.1% 59% False False 278,584,878
120 135.70 107.43 28.27 22.8% 2.39 1.9% 59% False False 260,535,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.24
2.618 128.61
1.618 127.00
1.000 126.01
0.618 125.39
HIGH 124.40
0.618 123.78
0.500 123.60
0.382 123.41
LOW 122.79
0.618 121.80
1.000 121.18
1.618 120.19
2.618 118.58
4.250 115.95
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 123.86 125.07
PP 123.73 124.71
S1 123.60 124.35

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

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