SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 145.15 145.96 0.81 0.6% 146.94
High 145.98 146.24 0.26 0.2% 147.19
Low 145.04 144.06 -0.98 -0.7% 145.63
Close 145.65 144.10 -1.55 -1.1% 145.87
Range 0.94 2.18 1.24 131.9% 1.56
ATR 1.17 1.25 0.07 6.1% 0.00
Volume 95,681,906 133,165,109 37,483,203 39.2% 608,819,484
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 151.34 149.90 145.30
R3 149.16 147.72 144.70
R2 146.98 146.98 144.50
R1 145.54 145.54 144.30 145.17
PP 144.80 144.80 144.80 144.62
S1 143.36 143.36 143.90 142.99
S2 142.62 142.62 143.70
S3 140.44 141.18 143.50
S4 138.26 139.00 142.90
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
5 147.17 144.06 3.11 2.2% 1.18 0.8% 1% False True 123,982,460
10 148.11 143.90 4.21 2.9% 1.23 0.9% 5% False False 132,055,446
20 148.11 140.13 7.98 5.5% 1.13 0.8% 50% False False 118,592,357
40 148.11 135.58 12.53 8.7% 1.13 0.8% 68% False False 112,875,281
60 148.11 132.60 15.51 10.8% 1.25 0.9% 74% False False 121,008,613
80 148.11 127.14 20.97 14.6% 1.38 1.0% 81% False False 133,120,923
100 148.11 127.14 20.97 14.6% 1.50 1.0% 81% False False 145,005,468
120 148.11 127.14 20.97 14.6% 1.47 1.0% 81% False False 145,628,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 155.51
2.618 151.95
1.618 149.77
1.000 148.42
0.618 147.59
HIGH 146.24
0.618 145.41
0.500 145.15
0.382 144.89
LOW 144.06
0.618 142.71
1.000 141.88
1.618 140.53
2.618 138.35
4.250 134.80
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 145.15 145.37
PP 144.80 144.94
S1 144.45 144.52

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

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