SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 144.18 144.28 0.10 0.1% 144.52
High 144.32 144.49 0.17 0.1% 147.16
Low 143.09 143.33 0.24 0.2% 143.83
Close 143.28 143.36 0.08 0.1% 146.14
Range 1.23 1.16 -0.07 -5.7% 3.33
ATR 1.28 1.28 -0.01 -0.4% 0.00
Volume 124,247,398 123,601,398 -646,000 -0.5% 619,769,907
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 147.21 146.44 144.00
R3 146.05 145.28 143.68
R2 144.89 144.89 143.57
R1 144.12 144.12 143.47 143.93
PP 143.73 143.73 143.73 143.63
S1 142.96 142.96 143.25 142.77
S2 142.57 142.57 143.15
S3 141.41 141.80 143.04
S4 140.25 140.64 142.72
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
5 147.16 143.09 4.07 2.8% 1.23 0.9% 7% False False 119,995,837
10 147.16 143.09 4.07 2.8% 1.25 0.9% 7% False False 124,560,300
20 148.11 142.95 5.16 3.6% 1.19 0.8% 8% False False 125,568,939
40 148.11 140.13 7.98 5.6% 1.16 0.8% 40% False False 116,873,299
60 148.11 133.03 15.08 10.5% 1.21 0.8% 69% False False 120,647,988
80 148.11 130.85 17.26 12.0% 1.30 0.9% 72% False False 126,036,913
100 148.11 127.14 20.97 14.6% 1.43 1.0% 77% False False 136,224,845
120 148.11 127.14 20.97 14.6% 1.45 1.0% 77% False False 142,253,428
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
4.250 149.42
2.618 147.53
1.618 146.37
1.000 145.65
0.618 145.21
HIGH 144.49
0.618 144.05
0.500 143.91
0.382 143.77
LOW 143.33
0.618 142.61
1.000 142.17
1.618 141.45
2.618 140.29
4.250 138.40
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 143.91 144.37
PP 143.73 144.03
S1 143.54 143.70

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

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