SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 144.92 144.89 -0.03 0.0% 145.15
High 145.15 145.43 0.28 0.2% 146.24
Low 143.83 144.13 0.30 0.2% 142.95
Close 144.50 145.09 0.59 0.4% 143.97
Range 1.32 1.30 -0.02 -1.5% 3.29
ATR 1.30 1.30 0.00 0.0% 0.00
Volume 113,422,102 121,283,000 7,860,898 6.9% 637,875,320
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.78 148.24 145.81
R3 147.48 146.94 145.45
R2 146.18 146.18 145.33
R1 145.64 145.64 145.21 145.91
PP 144.88 144.88 144.88 145.02
S1 144.34 144.34 144.97 144.61
S2 143.58 143.58 144.85
S3 142.28 143.04 144.73
S4 140.98 141.74 144.38
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
5 145.69 143.46 2.23 1.5% 1.37 0.9% 73% False False 126,628,503
10 146.79 142.95 3.84 2.6% 1.32 0.9% 56% False False 127,123,862
20 148.11 141.75 6.36 4.4% 1.23 0.9% 53% False False 127,048,084
40 148.11 139.81 8.30 5.7% 1.11 0.8% 64% False False 112,071,086
60 148.11 132.60 15.51 10.7% 1.25 0.9% 81% False False 121,336,275
80 148.11 130.85 17.26 11.9% 1.34 0.9% 83% False False 129,762,206
100 148.11 127.14 20.97 14.5% 1.47 1.0% 86% False False 142,214,694
120 148.11 127.14 20.97 14.5% 1.46 1.0% 86% False False 143,989,726
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.96
2.618 148.83
1.618 147.53
1.000 146.73
0.618 146.23
HIGH 145.43
0.618 144.93
0.500 144.78
0.382 144.63
LOW 144.13
0.618 143.33
1.000 142.83
1.618 142.03
2.618 140.73
4.250 138.61
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 144.99 144.98
PP 144.88 144.87
S1 144.78 144.76

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

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