SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 143.23 144.76 1.53 1.1% 145.60
High 144.23 145.64 1.41 1.0% 146.12
Low 142.77 144.66 1.89 1.3% 142.58
Close 144.08 145.54 1.46 1.0% 142.89
Range 1.46 0.98 -0.48 -32.9% 3.54
ATR 1.30 1.32 0.02 1.4% 0.00
Volume 107,689,000 108,815,398 1,126,398 1.0% 599,318,898
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 148.22 147.86 146.08
R3 147.24 146.88 145.81
R2 146.26 146.26 145.72
R1 145.90 145.90 145.63 146.08
PP 145.28 145.28 145.28 145.37
S1 144.92 144.92 145.45 145.10
S2 144.30 144.30 145.36
S3 143.32 143.94 145.27
S4 142.34 142.96 145.00
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
5 145.64 142.58 3.06 2.1% 1.24 0.9% 97% True False 117,706,999
10 147.16 142.58 4.58 3.1% 1.22 0.8% 65% False False 118,625,999
20 147.17 142.58 4.59 3.2% 1.24 0.9% 64% False False 123,226,690
40 148.11 140.13 7.98 5.5% 1.19 0.8% 68% False False 118,365,402
60 148.11 133.03 15.08 10.4% 1.21 0.8% 83% False False 119,364,218
80 148.11 130.85 17.26 11.9% 1.27 0.9% 85% False False 123,526,220
100 148.11 127.14 20.97 14.4% 1.41 1.0% 88% False False 133,938,368
120 148.11 127.14 20.97 14.4% 1.46 1.0% 88% False False 141,563,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 149.81
2.618 148.21
1.618 147.23
1.000 146.62
0.618 146.25
HIGH 145.64
0.618 145.27
0.500 145.15
0.382 145.03
LOW 144.66
0.618 144.05
1.000 143.68
1.618 143.07
2.618 142.09
4.250 140.50
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 145.41 145.06
PP 145.28 144.59
S1 145.15 144.11

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

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