SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 141.86 141.93 0.07 0.0% 143.23
High 142.06 142.10 0.04 0.0% 146.52
Low 140.83 140.80 -0.03 0.0% 142.77
Close 141.42 141.02 -0.40 -0.3% 143.39
Range 1.23 1.30 0.07 5.7% 3.75
ATR 1.47 1.46 -0.01 -0.8% 0.00
Volume 192,056,203 120,179,203 -71,877,000 -37.4% 679,091,898
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.21 144.41 141.74
R3 143.91 143.11 141.38
R2 142.61 142.61 141.26
R1 141.81 141.81 141.14 141.56
PP 141.31 141.31 141.31 141.18
S1 140.51 140.51 140.90 140.26
S2 140.01 140.01 140.78
S3 138.71 139.21 140.66
S4 137.41 137.91 140.31
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
5 146.52 140.80 5.72 4.1% 1.52 1.1% 4% False True 154,313,501
10 146.52 140.80 5.72 4.1% 1.35 1.0% 4% False True 136,468,910
20 147.16 140.80 6.36 4.5% 1.31 0.9% 3% False True 129,926,050
40 148.11 140.13 7.98 5.7% 1.23 0.9% 11% False False 126,029,819
60 148.11 135.58 12.53 8.9% 1.19 0.8% 43% False False 118,991,748
80 148.11 132.60 15.51 11.0% 1.27 0.9% 54% False False 123,452,321
100 148.11 127.78 20.33 14.4% 1.36 1.0% 65% False False 131,922,497
120 148.11 127.14 20.97 14.9% 1.46 1.0% 66% False False 142,098,256
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.63
2.618 145.50
1.618 144.20
1.000 143.40
0.618 142.90
HIGH 142.10
0.618 141.60
0.500 141.45
0.382 141.30
LOW 140.80
0.618 140.00
1.000 139.50
1.618 138.70
2.618 137.40
4.250 135.28
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 141.45 142.24
PP 141.31 141.83
S1 141.16 141.43

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

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