SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 145.55 143.15 -2.40 -1.6% 143.23
High 145.56 143.67 -1.89 -1.3% 146.52
Low 143.05 142.28 -0.77 -0.5% 142.77
Close 143.39 143.41 0.02 0.0% 143.39
Range 2.51 1.39 -1.12 -44.6% 3.75
ATR 1.39 1.39 0.00 0.0% 0.00
Volume 185,645,094 125,578,602 -60,066,492 -32.4% 679,091,898
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 147.29 146.74 144.17
R3 145.90 145.35 143.79
R2 144.51 144.51 143.66
R1 143.96 143.96 143.54 144.24
PP 143.12 143.12 143.12 143.26
S1 142.57 142.57 143.28 142.85
S2 141.73 141.73 143.16
S3 140.34 141.18 143.03
S4 138.95 139.79 142.65
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 155.48 153.18 145.45
R3 151.73 149.43 144.42
R2 147.98 147.98 144.08
R1 145.68 145.68 143.73 146.83
PP 144.23 144.23 144.23 144.80
S1 141.93 141.93 143.05 143.08
S2 140.48 140.48 142.70
S3 136.73 138.18 142.36
S4 132.98 134.43 141.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.52 142.28 4.24 3.0% 1.39 1.0% 27% False True 139,396,300
10 146.52 142.28 4.24 3.0% 1.37 1.0% 27% False True 132,557,389
20 147.16 142.28 4.88 3.4% 1.35 0.9% 23% False True 128,297,635
40 148.11 140.13 7.98 5.6% 1.21 0.8% 41% False False 121,833,880
60 148.11 135.58 12.53 8.7% 1.19 0.8% 62% False False 117,575,987
80 148.11 132.60 15.51 10.8% 1.27 0.9% 70% False False 123,818,289
100 148.11 127.14 20.97 14.6% 1.39 1.0% 78% False False 133,355,926
120 148.11 127.14 20.97 14.6% 1.47 1.0% 78% False False 142,308,567
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.58
2.618 147.31
1.618 145.92
1.000 145.06
0.618 144.53
HIGH 143.67
0.618 143.14
0.500 142.98
0.382 142.81
LOW 142.28
0.618 141.42
1.000 140.89
1.618 140.03
2.618 138.64
4.250 136.37
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 143.27 144.40
PP 143.12 144.07
S1 142.98 143.74

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

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