SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 144.52 144.92 0.40 0.3% 145.15
High 145.69 145.15 -0.54 -0.4% 146.24
Low 144.01 143.83 -0.18 -0.1% 142.95
Close 144.35 144.50 0.15 0.1% 143.97
Range 1.68 1.32 -0.36 -21.4% 3.29
ATR 1.30 1.30 0.00 0.1% 0.00
Volume 135,911,109 113,422,102 -22,489,007 -16.5% 637,875,320
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.45 147.80 145.23
R3 147.13 146.48 144.86
R2 145.81 145.81 144.74
R1 145.16 145.16 144.62 144.83
PP 144.49 144.49 144.49 144.33
S1 143.84 143.84 144.38 143.51
S2 143.17 143.17 144.26
S3 141.85 142.52 144.14
S4 140.53 141.20 143.77
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
5 145.69 142.95 2.74 1.9% 1.34 0.9% 57% False False 131,672,303
10 147.17 142.95 4.22 2.9% 1.26 0.9% 37% False False 127,827,382
20 148.11 140.63 7.48 5.2% 1.21 0.8% 52% False False 126,016,944
40 148.11 139.81 8.30 5.7% 1.10 0.8% 57% False False 111,775,927
60 148.11 132.60 15.51 10.7% 1.27 0.9% 77% False False 122,111,287
80 148.11 130.85 17.26 11.9% 1.36 0.9% 79% False False 130,366,519
100 148.11 127.14 20.97 14.5% 1.48 1.0% 83% False False 142,531,798
120 148.11 127.14 20.97 14.5% 1.46 1.0% 83% False False 144,389,137
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 150.76
2.618 148.61
1.618 147.29
1.000 146.47
0.618 145.97
HIGH 145.15
0.618 144.65
0.500 144.49
0.382 144.33
LOW 143.83
0.618 143.01
1.000 142.51
1.618 141.69
2.618 140.37
4.250 138.22
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 144.50 144.58
PP 144.49 144.55
S1 144.49 144.53

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

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