SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 144.01 144.19 0.18 0.1% 141.04
High 144.39 144.44 0.05 0.0% 144.39
Low 143.88 143.46 -0.42 -0.3% 140.13
Close 144.33 143.51 -0.82 -0.6% 144.33
Range 0.51 0.98 0.47 92.2% 4.26
ATR 1.29 1.27 -0.02 -1.7% 0.00
Volume 107,272,000 86,458,398 -20,813,602 -19.4% 486,430,711
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.74 146.11 144.05
R3 145.76 145.13 143.78
R2 144.78 144.78 143.69
R1 144.15 144.15 143.60 143.98
PP 143.80 143.80 143.80 143.72
S1 143.17 143.17 143.42 143.00
S2 142.82 142.82 143.33
S3 141.84 142.19 143.24
S4 140.86 141.21 142.97
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 155.73 154.29 146.67
R3 151.47 150.03 145.50
R2 147.21 147.21 145.11
R1 145.77 145.77 144.72 146.49
PP 142.95 142.95 142.95 143.31
S1 141.51 141.51 143.94 142.23
S2 138.69 138.69 143.55
S3 134.43 137.25 143.16
S4 130.17 132.99 141.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.44 140.13 4.31 3.0% 1.14 0.8% 78% True False 114,577,821
10 144.44 140.13 4.31 3.0% 1.03 0.7% 78% True False 103,125,324
20 144.44 140.04 4.40 3.1% 1.02 0.7% 79% True False 100,717,082
40 144.44 133.03 11.41 8.0% 1.22 0.9% 92% True False 116,874,376
60 144.44 130.85 13.59 9.5% 1.33 0.9% 93% True False 126,792,780
80 144.44 127.14 17.30 12.1% 1.51 1.1% 95% True False 143,180,297
100 144.44 127.14 17.30 12.1% 1.50 1.0% 95% True False 146,704,964
120 144.44 127.14 17.30 12.1% 1.47 1.0% 95% True False 146,555,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.61
2.618 147.01
1.618 146.03
1.000 145.42
0.618 145.05
HIGH 144.44
0.618 144.07
0.500 143.95
0.382 143.83
LOW 143.46
0.618 142.85
1.000 142.48
1.618 141.87
2.618 140.89
4.250 139.30
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 143.95 143.37
PP 143.80 143.23
S1 143.66 143.10

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

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