SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 111.65 111.12 -0.53 -0.5% 110.37
High 111.68 111.61 -0.07 -0.1% 111.68
Low 110.62 110.87 0.25 0.2% 109.55
Close 110.92 111.48 0.56 0.5% 111.48
Range 1.06 0.74 -0.32 -30.2% 2.13
ATR 1.71 1.64 -0.07 -4.1% 0.00
Volume 146,947,039 127,752,166 -19,194,873 -13.1% 566,433,134
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 113.54 113.25 111.89
R3 112.80 112.51 111.69
R2 112.06 112.06 111.62
R1 111.77 111.77 111.55 111.92
PP 111.32 111.32 111.32 111.39
S1 111.03 111.03 111.41 111.18
S2 110.58 110.58 111.35
S3 109.84 110.29 111.28
S4 109.10 109.55 111.08
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 117.29 116.52 112.65
R3 115.16 114.39 112.07
R2 113.03 113.03 111.87
R1 112.26 112.26 111.68 112.65
PP 110.90 110.90 110.90 111.10
S1 110.13 110.13 111.29 110.52
S2 108.77 108.77 111.09
S3 106.64 108.00 110.90
S4 104.51 105.87 110.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.68 109.55 2.13 1.9% 0.97 0.9% 91% False False 155,711,777
10 111.68 104.31 7.37 6.6% 1.36 1.2% 97% False False 191,521,835
20 111.68 104.29 7.39 6.6% 1.43 1.3% 97% False False 199,560,733
40 113.18 104.29 8.89 8.0% 1.51 1.4% 81% False False 205,420,865
60 113.20 101.13 12.07 10.8% 1.59 1.4% 86% False False 215,535,602
80 113.20 101.13 12.07 10.8% 1.78 1.6% 86% False False 239,873,371
100 122.12 101.13 20.99 18.8% 1.93 1.7% 49% False False 254,178,369
120 122.12 101.13 20.99 18.8% 1.80 1.6% 49% False False 240,005,376
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 114.76
2.618 113.55
1.618 112.81
1.000 112.35
0.618 112.07
HIGH 111.61
0.618 111.33
0.500 111.24
0.382 111.15
LOW 110.87
0.618 110.41
1.000 110.13
1.618 109.67
2.618 108.93
4.250 107.73
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 111.40 111.24
PP 111.32 110.99
S1 111.24 110.75

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

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