SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 145.60 145.53 -0.07 0.0% 144.52
High 146.12 145.65 -0.47 -0.3% 147.16
Low 145.31 144.15 -1.16 -0.8% 143.83
Close 145.64 144.20 -1.44 -1.0% 146.14
Range 0.81 1.50 0.69 85.2% 3.33
ATR 1.27 1.29 0.02 1.3% 0.00
Volume 78,415,500 148,872,797 70,457,297 89.9% 619,769,907
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 149.17 148.18 145.03
R3 147.67 146.68 144.61
R2 146.17 146.17 144.48
R1 145.18 145.18 144.34 144.93
PP 144.67 144.67 144.67 144.54
S1 143.68 143.68 144.06 143.43
S2 143.17 143.17 143.93
S3 141.67 142.18 143.79
S4 140.17 140.68 143.38
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
5 147.16 144.13 3.03 2.1% 1.19 0.8% 2% False False 119,544,998
10 147.16 142.95 4.21 2.9% 1.27 0.9% 30% False False 125,608,650
20 148.11 142.95 5.16 3.6% 1.25 0.9% 24% False False 128,832,048
40 148.11 140.13 7.98 5.5% 1.14 0.8% 51% False False 115,008,982
60 148.11 133.03 15.08 10.5% 1.23 0.9% 74% False False 120,715,738
80 148.11 130.85 17.26 12.0% 1.31 0.9% 77% False False 126,295,449
100 148.11 127.14 20.97 14.5% 1.45 1.0% 81% False False 138,720,201
120 148.11 127.14 20.97 14.5% 1.45 1.0% 81% False False 142,810,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 152.03
2.618 149.58
1.618 148.08
1.000 147.15
0.618 146.58
HIGH 145.65
0.618 145.08
0.500 144.90
0.382 144.72
LOW 144.15
0.618 143.22
1.000 142.65
1.618 141.72
2.618 140.22
4.250 137.78
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 144.90 145.66
PP 144.67 145.17
S1 144.43 144.69

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

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