SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 146.79 146.03 -0.76 -0.5% 144.19
High 147.17 146.79 -0.38 -0.3% 148.11
Low 146.41 145.63 -0.78 -0.5% 143.46
Close 146.70 146.71 0.01 0.0% 147.24
Range 0.76 1.16 0.40 52.6% 4.65
ATR 1.22 1.22 0.00 -0.3% 0.00
Volume 128,318,195 154,009,688 25,691,493 20.0% 658,106,265
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 149.86 149.44 147.35
R3 148.70 148.28 147.03
R2 147.54 147.54 146.92
R1 147.12 147.12 146.82 147.33
PP 146.38 146.38 146.38 146.48
S1 145.96 145.96 146.60 146.17
S2 145.22 145.22 146.50
S3 144.06 144.80 146.39
S4 142.90 143.64 146.07
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
5 148.11 145.63 2.48 1.7% 0.93 0.6% 44% False True 133,971,812
10 148.11 143.46 4.65 3.2% 1.07 0.7% 70% False False 126,546,034
20 148.11 140.13 7.98 5.4% 1.10 0.8% 82% False False 115,691,259
40 148.11 135.26 12.85 8.8% 1.16 0.8% 89% False False 116,934,110
60 148.11 131.28 16.83 11.5% 1.26 0.9% 92% False False 123,536,572
80 148.11 127.14 20.97 14.3% 1.43 1.0% 93% False False 136,543,925
100 148.11 127.14 20.97 14.3% 1.50 1.0% 93% False False 145,664,626
120 148.11 127.14 20.97 14.3% 1.48 1.0% 93% False False 146,600,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151.72
2.618 149.83
1.618 148.67
1.000 147.95
0.618 147.51
HIGH 146.79
0.618 146.35
0.500 146.21
0.382 146.07
LOW 145.63
0.618 144.91
1.000 144.47
1.618 143.75
2.618 142.59
4.250 140.70
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 146.54 146.61
PP 146.38 146.50
S1 146.21 146.40

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

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