SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 141.93 142.02 0.09 0.1% 143.23
High 142.10 142.28 0.18 0.1% 146.52
Low 140.80 140.57 -0.23 -0.2% 142.77
Close 141.02 141.43 0.41 0.3% 143.39
Range 1.30 1.71 0.41 31.5% 3.75
ATR 1.46 1.48 0.02 1.2% 0.00
Volume 120,179,203 134,457,297 14,278,094 11.9% 679,091,898
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 146.56 145.70 142.37
R3 144.85 143.99 141.90
R2 143.14 143.14 141.74
R1 142.28 142.28 141.59 141.86
PP 141.43 141.43 141.43 141.21
S1 140.57 140.57 141.27 140.15
S2 139.72 139.72 141.12
S3 138.01 138.86 140.96
S4 136.30 137.15 140.49
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
5 145.56 140.57 4.99 3.5% 1.63 1.2% 17% False True 151,583,279
10 146.52 140.57 5.95 4.2% 1.40 1.0% 14% False True 137,554,500
20 147.16 140.57 6.59 4.7% 1.33 0.9% 13% False True 131,057,400
40 148.11 140.13 7.98 5.6% 1.25 0.9% 16% False False 127,756,097
60 148.11 135.58 12.53 8.9% 1.20 0.8% 47% False False 118,928,721
80 148.11 132.60 15.51 11.0% 1.27 0.9% 57% False False 124,126,839
100 148.11 129.93 18.18 12.9% 1.37 1.0% 63% False False 131,629,277
120 148.11 127.14 20.97 14.8% 1.46 1.0% 68% False False 142,154,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149.55
2.618 146.76
1.618 145.05
1.000 143.99
0.618 143.34
HIGH 142.28
0.618 141.63
0.500 141.43
0.382 141.22
LOW 140.57
0.618 139.51
1.000 138.86
1.618 137.80
2.618 136.09
4.250 133.30
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 141.43 141.43
PP 141.43 141.43
S1 141.43 141.43

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

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