SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 116.27 117.66 1.39 1.2% 114.37
High 117.35 118.55 1.20 1.0% 116.86
Low 115.65 117.38 1.73 1.5% 113.18
Close 117.01 117.92 0.91 0.8% 116.54
Range 1.70 1.17 -0.53 -31.2% 3.68
ATR 1.46 1.47 0.01 0.4% 0.00
Volume 181,755,047 193,914,120 12,159,073 6.7% 886,189,666
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 121.46 120.86 118.56
R3 120.29 119.69 118.24
R2 119.12 119.12 118.13
R1 118.52 118.52 118.03 118.82
PP 117.95 117.95 117.95 118.10
S1 117.35 117.35 117.81 117.65
S2 116.78 116.78 117.71
S3 115.61 116.18 117.60
S4 114.44 115.01 117.28
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.57 125.23 118.56
R3 122.89 121.55 117.55
R2 119.21 119.21 117.21
R1 117.87 117.87 116.87 118.54
PP 115.53 115.53 115.53 115.86
S1 114.19 114.19 116.20 114.86
S2 111.85 111.85 115.86
S3 108.17 110.51 115.53
S4 104.49 106.83 114.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.55 115.19 3.36 2.8% 1.24 1.0% 81% True False 164,190,530
10 118.55 113.18 5.37 4.6% 1.37 1.2% 88% True False 182,628,852
20 118.55 112.18 6.37 5.4% 1.32 1.1% 90% True False 191,243,634
40 118.55 104.29 14.26 12.1% 1.36 1.2% 96% True False 197,344,316
60 118.55 104.29 14.26 12.1% 1.39 1.2% 96% True False 197,842,085
80 118.55 101.13 17.42 14.8% 1.51 1.3% 96% True False 208,287,481
100 118.55 101.13 17.42 14.8% 1.63 1.4% 96% True False 221,462,719
120 122.12 101.13 20.99 17.8% 1.82 1.5% 80% False False 243,244,205
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.52
2.618 121.61
1.618 120.44
1.000 119.72
0.618 119.27
HIGH 118.55
0.618 118.10
0.500 117.97
0.382 117.83
LOW 117.38
0.618 116.66
1.000 116.21
1.618 115.49
2.618 114.32
4.250 112.41
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 117.97 117.65
PP 117.95 117.37
S1 117.94 117.10

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

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