SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 144.09 144.52 0.43 0.3% 145.15
High 144.56 145.69 1.13 0.8% 146.24
Low 143.46 144.01 0.55 0.4% 142.95
Close 143.97 144.35 0.38 0.3% 143.97
Range 1.10 1.68 0.58 52.7% 3.29
ATR 1.26 1.30 0.03 2.6% 0.00
Volume 150,696,000 135,911,109 -14,784,891 -9.8% 637,875,320
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 149.72 148.72 145.27
R3 148.04 147.04 144.81
R2 146.36 146.36 144.66
R1 145.36 145.36 144.50 145.02
PP 144.68 144.68 144.68 144.52
S1 143.68 143.68 144.20 143.34
S2 143.00 143.00 144.04
S3 141.32 142.00 143.89
S4 139.64 140.32 143.43
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 154.26 152.40 145.78
R3 150.97 149.11 144.87
R2 147.68 147.68 144.57
R1 145.82 145.82 144.27 145.11
PP 144.39 144.39 144.39 144.03
S1 142.53 142.53 143.67 141.82
S2 141.10 141.10 143.37
S3 137.81 139.24 143.07
S4 134.52 135.95 142.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.24 142.95 3.29 2.3% 1.52 1.1% 43% False False 135,620,904
10 147.17 142.95 4.22 2.9% 1.19 0.8% 33% False False 126,317,821
20 148.11 140.13 7.98 5.5% 1.21 0.8% 53% False False 126,357,144
40 148.11 139.56 8.55 5.9% 1.08 0.7% 56% False False 111,097,886
60 148.11 132.60 15.51 10.7% 1.26 0.9% 76% False False 121,950,032
80 148.11 130.85 17.26 12.0% 1.36 0.9% 78% False False 130,746,389
100 148.11 127.14 20.97 14.5% 1.48 1.0% 82% False False 142,901,479
120 148.11 127.14 20.97 14.5% 1.47 1.0% 82% False False 144,724,342
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 152.83
2.618 150.09
1.618 148.41
1.000 147.37
0.618 146.73
HIGH 145.69
0.618 145.05
0.500 144.85
0.382 144.65
LOW 144.01
0.618 142.97
1.000 142.33
1.618 141.29
2.618 139.61
4.250 136.87
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 144.85 144.58
PP 144.68 144.50
S1 144.52 144.43

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

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