SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 144.89 145.64 0.75 0.5% 145.15
High 145.43 146.34 0.91 0.6% 146.24
Low 144.13 145.44 1.31 0.9% 142.95
Close 145.09 146.13 1.04 0.7% 143.97
Range 1.30 0.90 -0.40 -30.8% 3.29
ATR 1.30 1.30 0.00 -0.3% 0.00
Volume 121,283,000 124,311,602 3,028,602 2.5% 637,875,320
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.67 148.30 146.63
R3 147.77 147.40 146.38
R2 146.87 146.87 146.30
R1 146.50 146.50 146.21 146.69
PP 145.97 145.97 145.97 146.06
S1 145.60 145.60 146.05 145.79
S2 145.07 145.07 145.97
S3 144.17 144.70 145.88
S4 143.27 143.80 145.64
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
5 146.34 143.46 2.88 2.0% 1.26 0.9% 93% True False 129,124,762
10 146.67 142.95 3.72 2.5% 1.29 0.9% 85% False False 124,154,053
20 148.11 142.95 5.16 3.5% 1.18 0.8% 62% False False 125,350,044
40 148.11 139.81 8.30 5.7% 1.11 0.8% 76% False False 112,937,405
60 148.11 132.60 15.51 10.6% 1.24 0.9% 87% False False 121,023,110
80 148.11 130.85 17.26 11.8% 1.32 0.9% 89% False False 129,043,573
100 148.11 127.14 20.97 14.4% 1.47 1.0% 91% False False 141,822,961
120 148.11 127.14 20.97 14.4% 1.45 1.0% 91% False False 143,794,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 150.17
2.618 148.70
1.618 147.80
1.000 147.24
0.618 146.90
HIGH 146.34
0.618 146.00
0.500 145.89
0.382 145.78
LOW 145.44
0.618 144.88
1.000 144.54
1.618 143.98
2.618 143.08
4.250 141.62
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 146.05 145.78
PP 145.97 145.43
S1 145.89 145.09

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

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