SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 145.96 144.06 -1.90 -1.3% 146.94
High 146.24 144.11 -2.13 -1.5% 147.19
Low 144.06 142.95 -1.11 -0.8% 145.63
Close 144.10 143.30 -0.80 -0.6% 145.87
Range 2.18 1.16 -1.02 -46.8% 1.56
ATR 1.25 1.24 -0.01 -0.5% 0.00
Volume 133,165,109 146,502,000 13,336,891 10.0% 608,819,484
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 146.93 146.28 143.94
R3 145.77 145.12 143.62
R2 144.61 144.61 143.51
R1 143.96 143.96 143.41 143.71
PP 143.45 143.45 143.45 143.33
S1 142.80 142.80 143.19 142.55
S2 142.29 142.29 143.09
S3 141.13 141.64 142.98
S4 139.97 140.48 142.66
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
5 146.79 142.95 3.84 2.7% 1.26 0.9% 9% False True 127,619,221
10 148.11 142.95 5.16 3.6% 1.28 0.9% 7% False True 137,941,557
20 148.11 140.13 7.98 5.6% 1.15 0.8% 40% False False 122,133,588
40 148.11 135.58 12.53 8.7% 1.13 0.8% 62% False False 113,524,597
60 148.11 132.60 15.51 10.8% 1.25 0.9% 69% False False 121,294,411
80 148.11 127.78 20.33 14.2% 1.38 1.0% 76% False False 132,421,608
100 148.11 127.14 20.97 14.6% 1.48 1.0% 77% False False 144,532,698
120 148.11 127.14 20.97 14.6% 1.48 1.0% 77% False False 145,704,499
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.04
2.618 147.15
1.618 145.99
1.000 145.27
0.618 144.83
HIGH 144.11
0.618 143.67
0.500 143.53
0.382 143.39
LOW 142.95
0.618 142.23
1.000 141.79
1.618 141.07
2.618 139.91
4.250 138.02
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 143.53 144.60
PP 143.45 144.16
S1 143.38 143.73

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

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