SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 114.30 113.80 -0.50 -0.4% 112.58
High 114.84 114.44 -0.40 -0.3% 113.29
Low 113.51 113.10 -0.41 -0.4% 111.98
Close 113.98 113.42 -0.56 -0.5% 112.49
Range 1.33 1.34 0.01 0.8% 1.31
ATR 1.50 1.49 -0.01 -0.8% 0.00
Volume 268,369,371 191,155,084 -77,214,287 -28.8% 951,284,757
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 117.67 116.89 114.16
R3 116.33 115.55 113.79
R2 114.99 114.99 113.67
R1 114.21 114.21 113.54 113.93
PP 113.65 113.65 113.65 113.52
S1 112.87 112.87 113.30 112.59
S2 112.31 112.31 113.17
S3 110.97 111.53 113.05
S4 109.63 110.19 112.68
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 116.52 115.81 113.21
R3 115.21 114.50 112.85
R2 113.90 113.90 112.73
R1 113.19 113.19 112.61 112.89
PP 112.59 112.59 112.59 112.44
S1 111.88 111.88 112.37 111.58
S2 111.28 111.28 112.25
S3 109.97 110.57 112.13
S4 108.66 109.26 111.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.84 112.18 2.66 2.3% 1.27 1.1% 47% False False 213,919,752
10 114.84 110.62 4.22 3.7% 1.14 1.0% 66% False False 190,005,222
20 114.84 104.29 10.55 9.3% 1.35 1.2% 87% False False 201,848,242
40 114.84 104.29 10.55 9.3% 1.37 1.2% 87% False False 199,192,186
60 114.84 101.13 13.71 12.1% 1.54 1.4% 90% False False 212,319,952
80 114.84 101.13 13.71 12.1% 1.64 1.4% 90% False False 222,239,073
100 120.68 101.13 19.55 17.2% 1.90 1.7% 63% False False 251,710,993
120 122.12 101.13 20.99 18.5% 1.80 1.6% 59% False False 241,802,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.14
2.618 117.95
1.618 116.61
1.000 115.78
0.618 115.27
HIGH 114.44
0.618 113.93
0.500 113.77
0.382 113.61
LOW 113.10
0.618 112.27
1.000 111.76
1.618 110.93
2.618 109.59
4.250 107.41
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 113.77 113.68
PP 113.65 113.59
S1 113.54 113.51

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

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