SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 145.64 146.91 1.27 0.9% 144.52
High 146.34 147.16 0.82 0.6% 147.16
Low 145.44 145.70 0.26 0.2% 143.83
Close 146.13 146.14 0.01 0.0% 146.14
Range 0.90 1.46 0.56 62.2% 3.33
ATR 1.30 1.31 0.01 0.9% 0.00
Volume 124,311,602 124,842,094 530,492 0.4% 619,769,907
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 150.71 149.89 146.94
R3 149.25 148.43 146.54
R2 147.79 147.79 146.41
R1 146.97 146.97 146.27 146.65
PP 146.33 146.33 146.33 146.18
S1 145.51 145.51 146.01 145.19
S2 144.87 144.87 145.87
S3 143.41 144.05 145.74
S4 141.95 142.59 145.34
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 155.70 154.25 147.97
R3 152.37 150.92 147.06
R2 149.04 149.04 146.75
R1 147.59 147.59 146.45 148.32
PP 145.71 145.71 145.71 146.07
S1 144.26 144.26 145.83 144.99
S2 142.38 142.38 145.53
S3 139.05 140.93 145.22
S4 135.72 137.60 144.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.16 143.83 3.33 2.3% 1.33 0.9% 69% True False 123,953,981
10 147.16 142.95 4.21 2.9% 1.35 0.9% 76% True False 125,764,522
20 148.11 142.95 5.16 3.5% 1.23 0.8% 62% False False 126,228,548
40 148.11 139.81 8.30 5.7% 1.13 0.8% 76% False False 113,805,353
60 148.11 133.03 15.08 10.3% 1.24 0.8% 87% False False 120,711,862
80 148.11 130.85 17.26 11.8% 1.32 0.9% 89% False False 128,452,883
100 148.11 127.14 20.97 14.3% 1.46 1.0% 91% False False 140,996,052
120 148.11 127.14 20.97 14.3% 1.45 1.0% 91% False False 143,603,197
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153.37
2.618 150.98
1.618 149.52
1.000 148.62
0.618 148.06
HIGH 147.16
0.618 146.60
0.500 146.43
0.382 146.26
LOW 145.70
0.618 144.80
1.000 144.24
1.618 143.34
2.618 141.88
4.250 139.50
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 146.43 145.98
PP 146.33 145.81
S1 146.24 145.65

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

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