SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 144.39 144.37 -0.02 0.0% 141.04
High 144.55 147.04 2.49 1.7% 144.39
Low 143.90 143.99 0.09 0.1% 140.13
Close 144.39 146.59 2.20 1.5% 144.33
Range 0.65 3.05 2.40 369.2% 4.26
ATR 1.20 1.33 0.13 11.1% 0.00
Volume 87,640,891 225,470,094 137,829,203 157.3% 486,430,711
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 155.02 153.86 148.27
R3 151.97 150.81 147.43
R2 148.92 148.92 147.15
R1 147.76 147.76 146.87 148.34
PP 145.87 145.87 145.87 146.17
S1 144.71 144.71 146.31 145.29
S2 142.82 142.82 146.03
S3 139.77 141.66 145.75
S4 136.72 138.61 144.91
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
5 147.04 143.46 3.58 2.4% 1.20 0.8% 87% True False 119,120,256
10 147.04 140.13 6.91 4.7% 1.24 0.8% 93% True False 122,332,009
20 147.04 140.13 6.91 4.7% 1.12 0.8% 93% True False 108,177,659
40 147.04 133.03 14.01 9.6% 1.22 0.8% 97% True False 118,187,512
60 147.04 130.85 16.19 11.0% 1.34 0.9% 97% True False 126,192,905
80 147.04 127.14 19.90 13.6% 1.49 1.0% 98% True False 138,888,822
100 147.04 127.14 19.90 13.6% 1.50 1.0% 98% True False 145,590,326
120 147.04 127.14 19.90 13.6% 1.49 1.0% 98% True False 146,755,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 160.00
2.618 155.02
1.618 151.97
1.000 150.09
0.618 148.92
HIGH 147.04
0.618 145.87
0.500 145.52
0.382 145.16
LOW 143.99
0.618 142.11
1.000 140.94
1.618 139.06
2.618 136.01
4.250 131.03
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 146.23 146.16
PP 145.87 145.73
S1 145.52 145.30

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

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