SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 146.49 146.79 0.30 0.2% 144.19
High 146.81 147.17 0.36 0.2% 148.11
Low 146.25 146.41 0.16 0.1% 143.46
Close 146.62 146.70 0.08 0.1% 147.24
Range 0.56 0.76 0.20 35.7% 4.65
ATR 1.25 1.22 -0.04 -2.8% 0.00
Volume 98,326,500 128,318,195 29,991,695 30.5% 658,106,265
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 149.04 148.63 147.12
R3 148.28 147.87 146.91
R2 147.52 147.52 146.84
R1 147.11 147.11 146.77 146.94
PP 146.76 146.76 146.76 146.67
S1 146.35 146.35 146.63 146.18
S2 146.00 146.00 146.56
S3 145.24 145.59 146.49
S4 144.48 144.83 146.28
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
5 148.11 143.99 4.12 2.8% 1.31 0.9% 66% False False 148,263,893
10 148.11 141.75 6.36 4.3% 1.15 0.8% 78% False False 126,972,306
20 148.11 140.13 7.98 5.4% 1.10 0.7% 82% False False 114,645,551
40 148.11 133.25 14.86 10.1% 1.16 0.8% 91% False False 116,310,612
60 148.11 130.93 17.18 11.7% 1.27 0.9% 92% False False 123,326,803
80 148.11 127.14 20.97 14.3% 1.45 1.0% 93% False False 136,527,126
100 148.11 127.14 20.97 14.3% 1.50 1.0% 93% False False 145,274,987
120 148.11 127.14 20.97 14.3% 1.47 1.0% 93% False False 146,446,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.40
2.618 149.16
1.618 148.40
1.000 147.93
0.618 147.64
HIGH 147.17
0.618 146.88
0.500 146.79
0.382 146.70
LOW 146.41
0.618 145.94
1.000 145.65
1.618 145.18
2.618 144.42
4.250 143.18
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 146.79 146.72
PP 146.76 146.71
S1 146.73 146.71

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

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