SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 145.64 145.82 0.18 0.1% 145.60
High 146.32 146.52 0.20 0.1% 146.12
Low 145.42 145.33 -0.09 -0.1% 142.58
Close 146.20 145.82 -0.38 -0.3% 142.89
Range 0.90 1.19 0.29 32.2% 3.54
ATR 1.29 1.28 -0.01 -0.5% 0.00
Volume 128,834,000 148,108,406 19,274,406 15.0% 599,318,898
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 149.46 148.83 146.47
R3 148.27 147.64 146.15
R2 147.08 147.08 146.04
R1 146.45 146.45 145.93 146.42
PP 145.89 145.89 145.89 145.87
S1 145.26 145.26 145.71 145.23
S2 144.70 144.70 145.60
S3 143.51 144.07 145.49
S4 142.32 142.88 145.17
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
5 146.52 142.58 3.94 2.7% 1.18 0.8% 82% True False 123,525,721
10 147.16 142.58 4.58 3.1% 1.21 0.8% 71% False False 121,760,779
20 147.16 142.58 4.58 3.1% 1.25 0.9% 71% False False 122,957,416
40 148.11 140.13 7.98 5.5% 1.18 0.8% 71% False False 119,324,338
60 148.11 135.26 12.85 8.8% 1.19 0.8% 82% False False 118,941,879
80 148.11 131.28 16.83 11.5% 1.26 0.9% 86% False False 123,391,783
100 148.11 127.14 20.97 14.4% 1.39 1.0% 89% False False 133,826,623
120 148.11 127.14 20.97 14.4% 1.46 1.0% 89% False False 141,880,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 151.58
2.618 149.64
1.618 148.45
1.000 147.71
0.618 147.26
HIGH 146.52
0.618 146.07
0.500 145.93
0.382 145.78
LOW 145.33
0.618 144.59
1.000 144.14
1.618 143.40
2.618 142.21
4.250 140.27
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 145.93 145.74
PP 145.89 145.67
S1 145.86 145.59

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

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