SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 146.03 146.64 0.61 0.4% 146.94
High 146.79 146.67 -0.12 -0.1% 147.19
Low 145.63 145.81 0.18 0.1% 145.63
Close 146.71 145.87 -0.84 -0.6% 145.87
Range 1.16 0.86 -0.30 -25.9% 1.56
ATR 1.22 1.19 -0.02 -1.9% 0.00
Volume 154,009,688 108,737,406 -45,272,282 -29.4% 608,819,484
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 148.70 148.14 146.34
R3 147.84 147.28 146.11
R2 146.98 146.98 146.03
R1 146.42 146.42 145.95 146.27
PP 146.12 146.12 146.12 146.04
S1 145.56 145.56 145.79 145.41
S2 145.26 145.26 145.71
S3 144.40 144.70 145.63
S4 143.54 143.84 145.40
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 150.91 149.95 146.73
R3 149.35 148.39 146.30
R2 147.79 147.79 146.16
R1 146.83 146.83 146.01 146.53
PP 146.23 146.23 146.23 146.08
S1 145.27 145.27 145.73 144.97
S2 144.67 144.67 145.58
S3 143.11 143.71 145.44
S4 141.55 142.15 145.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.19 145.63 1.56 1.1% 0.83 0.6% 15% False False 121,763,896
10 148.11 143.46 4.65 3.2% 1.10 0.8% 52% False False 126,692,574
20 148.11 140.13 7.98 5.5% 1.10 0.8% 72% False False 115,557,714
40 148.11 135.58 12.53 8.6% 1.15 0.8% 82% False False 115,741,449
60 148.11 131.28 16.83 11.5% 1.25 0.9% 87% False False 123,548,407
80 148.11 127.14 20.97 14.4% 1.41 1.0% 89% False False 135,874,914
100 148.11 127.14 20.97 14.4% 1.49 1.0% 89% False False 145,364,205
120 148.11 127.14 20.97 14.4% 1.47 1.0% 89% False False 146,243,355
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.33
2.618 148.92
1.618 148.06
1.000 147.53
0.618 147.20
HIGH 146.67
0.618 146.34
0.500 146.24
0.382 146.14
LOW 145.81
0.618 145.28
1.000 144.95
1.618 144.42
2.618 143.56
4.250 142.16
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 146.24 146.40
PP 146.12 146.22
S1 145.99 146.05

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

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