SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 141.65 143.68 2.03 1.4% 141.85
High 143.01 143.72 0.71 0.5% 143.72
Low 141.52 141.41 -0.11 -0.1% 140.68
Close 142.83 141.56 -1.27 -0.9% 141.56
Range 1.49 2.31 0.82 55.0% 3.04
ATR 1.48 1.54 0.06 4.0% 0.00
Volume 100,995,500 137,702,094 36,706,594 36.3% 342,136,094
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 149.16 147.67 142.83
R3 146.85 145.36 142.20
R2 144.54 144.54 141.98
R1 143.05 143.05 141.77 142.64
PP 142.23 142.23 142.23 142.03
S1 140.74 140.74 141.35 140.33
S2 139.92 139.92 141.14
S3 137.61 138.43 140.92
S4 135.30 136.12 140.29
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 151.11 149.37 143.23
R3 148.07 146.33 142.40
R2 145.03 145.03 142.12
R1 143.29 143.29 141.84 142.64
PP 141.99 141.99 141.99 141.66
S1 140.25 140.25 141.28 139.60
S2 138.95 138.95 141.00
S3 135.91 137.21 140.72
S4 132.87 134.17 139.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.72 140.39 3.33 2.4% 1.66 1.2% 35% True False 124,523,356
10 146.52 140.39 6.13 4.3% 1.59 1.1% 19% False False 139,418,429
20 147.16 140.39 6.77 4.8% 1.39 1.0% 17% False False 129,399,764
40 148.11 140.39 7.72 5.5% 1.31 0.9% 15% False False 128,223,924
60 148.11 139.81 8.30 5.9% 1.20 0.8% 21% False False 117,847,312
80 148.11 132.60 15.51 11.0% 1.28 0.9% 58% False False 123,352,147
100 148.11 130.85 17.26 12.2% 1.35 1.0% 62% False False 129,689,718
120 148.11 127.14 20.97 14.8% 1.46 1.0% 69% False False 140,078,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 153.54
2.618 149.77
1.618 147.46
1.000 146.03
0.618 145.15
HIGH 143.72
0.618 142.84
0.500 142.57
0.382 142.29
LOW 141.41
0.618 139.98
1.000 139.10
1.618 137.67
2.618 135.36
4.250 131.59
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 142.57 142.20
PP 142.23 141.99
S1 141.90 141.77

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

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