SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 143.46 143.23 -0.23 -0.2% 145.60
High 143.95 144.23 0.28 0.2% 146.12
Low 142.58 142.77 0.19 0.1% 142.58
Close 142.89 144.08 1.19 0.8% 142.89
Range 1.37 1.46 0.09 6.6% 3.54
ATR 1.29 1.30 0.01 1.0% 0.00
Volume 124,181,805 107,689,000 -16,492,805 -13.3% 599,318,898
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.07 147.54 144.88
R3 146.61 146.08 144.48
R2 145.15 145.15 144.35
R1 144.62 144.62 144.21 144.89
PP 143.69 143.69 143.69 143.83
S1 143.16 143.16 143.95 143.43
S2 142.23 142.23 143.81
S3 140.77 141.70 143.68
S4 139.31 140.24 143.28
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 154.48 152.23 144.84
R3 150.94 148.69 143.86
R2 147.40 147.40 143.54
R1 145.15 145.15 143.21 144.51
PP 143.86 143.86 143.86 143.54
S1 141.61 141.61 142.57 140.97
S2 140.32 140.32 142.24
S3 136.78 138.07 141.92
S4 133.24 134.53 140.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.65 142.58 3.07 2.1% 1.34 0.9% 49% False False 125,718,479
10 147.16 142.58 4.58 3.2% 1.25 0.9% 33% False False 119,086,669
20 147.17 142.58 4.59 3.2% 1.22 0.8% 33% False False 122,702,245
40 148.11 140.13 7.98 5.5% 1.18 0.8% 49% False False 117,600,543
60 148.11 133.03 15.08 10.5% 1.22 0.8% 73% False False 119,968,638
80 148.11 130.85 17.26 12.0% 1.27 0.9% 77% False False 123,790,657
100 148.11 127.14 20.97 14.6% 1.41 1.0% 81% False False 134,522,365
120 148.11 127.14 20.97 14.6% 1.46 1.0% 81% False False 141,788,907
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150.44
2.618 148.05
1.618 146.59
1.000 145.69
0.618 145.13
HIGH 144.23
0.618 143.67
0.500 143.50
0.382 143.33
LOW 142.77
0.618 141.87
1.000 141.31
1.618 140.41
2.618 138.95
4.250 136.57
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 143.89 143.90
PP 143.69 143.72
S1 143.50 143.54

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

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