SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 117.74 117.19 -0.55 -0.5% 116.72
High 118.67 117.85 -0.82 -0.7% 118.55
Low 117.31 116.02 -1.29 -1.1% 115.65
Close 118.54 116.73 -1.81 -1.5% 117.70
Range 1.36 1.83 0.47 34.6% 2.90
ATR 1.46 1.53 0.08 5.2% 0.00
Volume 141,136,213 280,331,910 139,195,697 98.6% 939,469,421
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 122.36 121.37 117.74
R3 120.53 119.54 117.23
R2 118.70 118.70 117.07
R1 117.71 117.71 116.90 117.29
PP 116.87 116.87 116.87 116.66
S1 115.88 115.88 116.56 115.46
S2 115.04 115.04 116.39
S3 113.21 114.05 116.23
S4 111.38 112.22 115.72
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
5 118.67 116.02 2.65 2.3% 1.45 1.2% 27% False True 215,251,677
10 118.67 115.19 3.48 3.0% 1.30 1.1% 44% False False 185,181,206
20 118.67 112.18 6.49 5.6% 1.37 1.2% 70% False False 191,438,664
40 118.67 104.29 14.38 12.3% 1.36 1.2% 87% False False 198,877,931
60 118.67 104.29 14.38 12.3% 1.37 1.2% 87% False False 196,834,725
80 118.67 101.13 17.54 15.0% 1.49 1.3% 89% False False 206,821,654
100 118.67 101.13 17.54 15.0% 1.59 1.4% 89% False False 217,142,782
120 121.01 101.13 19.88 17.0% 1.82 1.6% 78% False False 242,321,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125.63
2.618 122.64
1.618 120.81
1.000 119.68
0.618 118.98
HIGH 117.85
0.618 117.15
0.500 116.94
0.382 116.72
LOW 116.02
0.618 114.89
1.000 114.19
1.618 113.06
2.618 111.23
4.250 108.24
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 116.94 117.35
PP 116.87 117.14
S1 116.80 116.94

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

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