SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 146.94 146.49 -0.45 -0.3% 144.19
High 147.19 146.81 -0.38 -0.3% 148.11
Low 146.37 146.25 -0.12 -0.1% 143.46
Close 146.74 146.62 -0.12 -0.1% 147.24
Range 0.82 0.56 -0.26 -31.7% 4.65
ATR 1.31 1.25 -0.05 -4.1% 0.00
Volume 119,427,695 98,326,500 -21,101,195 -17.7% 658,106,265
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 148.24 147.99 146.93
R3 147.68 147.43 146.77
R2 147.12 147.12 146.72
R1 146.87 146.87 146.67 147.00
PP 146.56 146.56 146.56 146.62
S1 146.31 146.31 146.57 146.44
S2 146.00 146.00 146.52
S3 145.44 145.75 146.47
S4 144.88 145.19 146.31
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 160.22 158.38 149.80
R3 155.57 153.73 148.52
R2 150.92 150.92 148.09
R1 149.08 149.08 147.67 150.00
PP 146.27 146.27 146.27 146.73
S1 144.43 144.43 146.81 145.35
S2 141.62 141.62 146.39
S3 136.97 139.78 145.96
S4 132.32 135.13 144.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.11 143.90 4.21 2.9% 1.29 0.9% 65% False False 140,128,432
10 148.11 140.63 7.48 5.1% 1.16 0.8% 80% False False 124,206,506
20 148.11 140.13 7.98 5.4% 1.14 0.8% 81% False False 113,504,113
40 148.11 133.03 15.08 10.3% 1.20 0.8% 90% False False 117,432,982
60 148.11 130.85 17.26 11.8% 1.27 0.9% 91% False False 123,626,064
80 148.11 127.14 20.97 14.3% 1.45 1.0% 93% False False 136,616,287
100 148.11 127.14 20.97 14.3% 1.50 1.0% 93% False False 145,231,157
120 148.11 127.14 20.97 14.3% 1.48 1.0% 93% False False 146,751,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 149.19
2.618 148.28
1.618 147.72
1.000 147.37
0.618 147.16
HIGH 146.81
0.618 146.60
0.500 146.53
0.382 146.46
LOW 146.25
0.618 145.90
1.000 145.69
1.618 145.34
2.618 144.78
4.250 143.87
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 146.59 147.18
PP 146.56 146.99
S1 146.53 146.81

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

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