SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 142.02 141.30 -0.72 -0.5% 143.15
High 142.28 141.84 -0.44 -0.3% 143.67
Low 140.57 140.39 -0.18 -0.1% 140.39
Close 141.43 141.35 -0.08 -0.1% 141.35
Range 1.71 1.45 -0.26 -15.2% 3.28
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 134,457,297 146,023,391 11,566,094 8.6% 718,294,696
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.54 144.90 142.15
R3 144.09 143.45 141.75
R2 142.64 142.64 141.62
R1 142.00 142.00 141.48 142.32
PP 141.19 141.19 141.19 141.36
S1 140.55 140.55 141.22 140.87
S2 139.74 139.74 141.08
S3 138.29 139.10 140.95
S4 136.84 137.65 140.55
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 151.64 149.78 143.15
R3 148.36 146.50 142.25
R2 145.08 145.08 141.95
R1 143.22 143.22 141.65 142.51
PP 141.80 141.80 141.80 141.45
S1 139.94 139.94 141.05 139.23
S2 138.52 138.52 140.75
S3 135.24 136.66 140.45
S4 131.96 133.38 139.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.67 140.39 3.28 2.3% 1.42 1.0% 29% False True 143,658,939
10 146.52 140.39 6.13 4.3% 1.41 1.0% 16% False True 139,738,659
20 147.16 140.39 6.77 4.8% 1.34 0.9% 14% False True 130,823,769
40 148.11 140.13 7.98 5.6% 1.27 0.9% 15% False False 128,991,936
60 148.11 136.68 11.43 8.1% 1.19 0.8% 41% False False 118,037,886
80 148.11 132.60 15.51 11.0% 1.27 0.9% 56% False False 124,358,983
100 148.11 130.85 17.26 12.2% 1.36 1.0% 61% False False 131,249,150
120 148.11 127.14 20.97 14.8% 1.46 1.0% 68% False False 141,594,789
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.00
2.618 145.64
1.618 144.19
1.000 143.29
0.618 142.74
HIGH 141.84
0.618 141.29
0.500 141.12
0.382 140.94
LOW 140.39
0.618 139.49
1.000 138.94
1.618 138.04
2.618 136.59
4.250 134.23
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 141.27 141.35
PP 141.19 141.34
S1 141.12 141.34

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

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