SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 144.19 143.60 -0.59 -0.4% 141.04
High 144.44 144.37 -0.07 0.0% 144.39
Low 143.46 143.56 0.10 0.1% 140.13
Close 143.51 143.91 0.40 0.3% 144.33
Range 0.98 0.81 -0.17 -17.3% 4.26
ATR 1.27 1.24 -0.03 -2.3% 0.00
Volume 86,458,398 88,759,898 2,301,500 2.7% 486,430,711
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.38 145.95 144.36
R3 145.57 145.14 144.13
R2 144.76 144.76 144.06
R1 144.33 144.33 143.98 144.55
PP 143.95 143.95 143.95 144.05
S1 143.52 143.52 143.84 143.74
S2 143.14 143.14 143.76
S3 142.33 142.71 143.69
S4 141.52 141.90 143.46
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
5 144.44 140.63 3.81 2.6% 1.03 0.7% 86% False False 108,284,581
10 144.44 140.13 4.31 3.0% 1.04 0.7% 88% False False 105,129,269
20 144.44 140.13 4.31 3.0% 1.02 0.7% 88% False False 101,185,915
40 144.44 133.03 11.41 7.9% 1.22 0.8% 95% False False 116,657,583
60 144.44 130.85 13.59 9.4% 1.33 0.9% 96% False False 125,449,916
80 144.44 127.14 17.30 12.0% 1.50 1.0% 97% False False 141,192,239
100 144.44 127.14 17.30 12.0% 1.49 1.0% 97% False False 145,606,596
120 144.44 127.14 17.30 12.0% 1.47 1.0% 97% False False 146,276,020
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.81
2.618 146.49
1.618 145.68
1.000 145.18
0.618 144.87
HIGH 144.37
0.618 144.06
0.500 143.97
0.382 143.87
LOW 143.56
0.618 143.06
1.000 142.75
1.618 142.25
2.618 141.44
4.250 140.12
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 143.97 143.95
PP 143.95 143.94
S1 143.93 143.92

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

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