SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 125.31 125.23 -0.08 -0.1% 127.16
High 126.50 125.70 -0.80 -0.6% 128.62
Low 123.60 124.01 0.41 0.3% 121.52
Close 126.25 125.48 -0.77 -0.6% 125.48
Range 2.90 1.69 -1.21 -41.7% 7.10
ATR 2.91 2.86 -0.05 -1.6% 0.00
Volume 286,514,406 249,210,203 -37,304,203 -13.0% 1,424,260,469
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 130.13 129.50 126.41
R3 128.44 127.81 125.94
R2 126.75 126.75 125.79
R1 126.12 126.12 125.63 126.44
PP 125.06 125.06 125.06 125.22
S1 124.43 124.43 125.33 124.75
S2 123.37 123.37 125.17
S3 121.68 122.74 125.02
S4 119.99 121.05 124.55
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 146.51 143.09 129.39
R3 139.41 135.99 127.43
R2 132.31 132.31 126.78
R1 128.89 128.89 126.13 127.05
PP 125.21 125.21 125.21 124.29
S1 121.79 121.79 124.83 119.95
S2 118.11 118.11 124.18
S3 111.01 114.69 123.53
S4 103.91 107.59 121.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.62 121.52 7.10 5.7% 2.30 1.8% 56% False False 284,852,093
10 129.42 121.52 7.90 6.3% 2.41 1.9% 50% False False 279,998,528
20 129.42 117.67 11.75 9.4% 2.26 1.8% 66% False False 261,616,252
40 129.42 107.43 21.99 17.5% 2.62 2.1% 82% False False 286,488,710
60 129.42 107.43 21.99 17.5% 2.76 2.2% 82% False False 288,752,393
80 134.82 107.43 27.39 21.8% 2.85 2.3% 66% False False 299,394,814
100 135.70 107.43 28.27 22.5% 2.59 2.1% 64% False False 279,331,483
120 135.70 107.43 28.27 22.5% 2.41 1.9% 64% False False 262,213,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.88
2.618 130.12
1.618 128.43
1.000 127.39
0.618 126.74
HIGH 125.70
0.618 125.05
0.500 124.86
0.382 124.66
LOW 124.01
0.618 122.97
1.000 122.32
1.618 121.28
2.618 119.59
4.250 116.83
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 125.27 125.20
PP 125.06 124.92
S1 124.86 124.65

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

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