SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 143.15 141.86 -1.29 -0.9% 143.23
High 143.67 142.06 -1.61 -1.1% 146.52
Low 142.28 140.83 -1.45 -1.0% 142.77
Close 143.41 141.42 -1.99 -1.4% 143.39
Range 1.39 1.23 -0.16 -11.5% 3.75
ATR 1.39 1.47 0.09 6.1% 0.00
Volume 125,578,602 192,056,203 66,477,601 52.9% 679,091,898
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.13 144.50 142.10
R3 143.90 143.27 141.76
R2 142.67 142.67 141.65
R1 142.04 142.04 141.53 141.74
PP 141.44 141.44 141.44 141.29
S1 140.81 140.81 141.31 140.51
S2 140.21 140.21 141.19
S3 138.98 139.58 141.08
S4 137.75 138.35 140.74
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
5 146.52 140.83 5.69 4.0% 1.44 1.0% 10% False True 156,044,461
10 146.52 140.83 5.69 4.0% 1.34 0.9% 10% False True 136,875,730
20 147.16 140.83 6.33 4.5% 1.31 0.9% 9% False True 131,242,190
40 148.11 140.13 7.98 5.6% 1.22 0.9% 16% False False 124,917,274
60 148.11 135.58 12.53 8.9% 1.19 0.8% 47% False False 118,997,584
80 148.11 132.60 15.51 11.0% 1.26 0.9% 57% False False 123,567,007
100 148.11 127.14 20.97 14.8% 1.37 1.0% 68% False False 132,745,176
120 148.11 127.14 20.97 14.8% 1.46 1.0% 68% False False 142,711,589
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 3 trading days
Fibonacci Retracements and Extensions
4.250 147.29
2.618 145.28
1.618 144.05
1.000 143.29
0.618 142.82
HIGH 142.06
0.618 141.59
0.500 141.45
0.382 141.30
LOW 140.83
0.618 140.07
1.000 139.60
1.618 138.84
2.618 137.61
4.250 135.60
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 141.45 143.20
PP 141.44 142.60
S1 141.43 142.01

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

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