SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 117.81 118.28 0.47 0.4% 116.72
High 118.01 118.35 0.34 0.3% 118.55
Low 116.72 116.76 0.04 0.0% 115.65
Close 117.46 117.70 0.24 0.2% 117.70
Range 1.29 1.59 0.30 23.3% 2.90
ATR 1.46 1.47 0.01 0.7% 0.00
Volume 217,349,777 243,526,366 26,176,589 12.0% 939,469,421
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.37 121.63 118.57
R3 120.78 120.04 118.14
R2 119.19 119.19 117.99
R1 118.45 118.45 117.85 118.03
PP 117.60 117.60 117.60 117.39
S1 116.86 116.86 117.55 116.44
S2 116.01 116.01 117.41
S3 114.42 115.27 117.26
S4 112.83 113.68 116.83
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 126.00 124.75 119.30
R3 123.10 121.85 118.50
R2 120.20 120.20 118.23
R1 118.95 118.95 117.97 119.58
PP 117.30 117.30 117.30 117.61
S1 116.05 116.05 117.43 116.68
S2 114.40 114.40 117.17
S3 111.50 113.15 116.90
S4 108.60 110.25 116.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.55 115.65 2.90 2.5% 1.29 1.1% 71% False False 187,893,884
10 118.55 113.18 5.37 4.6% 1.32 1.1% 84% False False 182,565,908
20 118.55 112.18 6.37 5.4% 1.37 1.2% 87% False False 194,510,917
40 118.55 104.29 14.26 12.1% 1.35 1.1% 94% False False 197,657,868
60 118.55 104.29 14.26 12.1% 1.37 1.2% 94% False False 196,542,159
80 118.55 101.13 17.42 14.8% 1.50 1.3% 95% False False 207,878,484
100 118.55 101.13 17.42 14.8% 1.61 1.4% 95% False False 219,421,864
120 121.11 101.13 19.98 17.0% 1.81 1.5% 83% False False 242,927,159
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 False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.11
2.618 122.51
1.618 120.92
1.000 119.94
0.618 119.33
HIGH 118.35
0.618 117.74
0.500 117.56
0.382 117.37
LOW 116.76
0.618 115.78
1.000 115.17
1.618 114.19
2.618 112.60
4.250 110.00
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 117.65 117.68
PP 117.60 117.66
S1 117.56 117.64

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

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