SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	117.19	116.94	-0.25	-0.2%	116.72
High	117.85	118.44	0.59	0.5%	118.55
Low	116.02	116.87	0.85	0.7%	115.65
Close	116.73	117.87	1.14	1.0%	117.70
Range	1.83	1.57	-0.26	-14.2%	2.90
ATR	1.53	1.55	0.01	0.8%	0.00
Volume	280,331,910	199,779,627	-80,552,283	-28.7%	939,469,421

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	122.44	121.72	118.73
R3	120.87	120.15	118.30
R2	119.30	119.30	118.16
R1	118.58	118.58	118.01	118.94
PP	117.73	117.73	117.73	117.91
S1	117.01	117.01	117.73	117.37
S2	116.16	116.16	117.58
S3	114.59	115.44	117.44
S4	113.02	113.87	117.01

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	2.2%	1.53	1.3%	70%	False	False	216,424,778
10	118.67	115.19	3.48	3.0%	1.38	1.2%	77%	False	False	190,307,654
20	118.67	112.18	6.49	5.5%	1.38	1.2%	88%	False	False	191,869,891
40	118.67	104.29	14.38	12.2%	1.36	1.2%	94%	False	False	196,859,066
60	118.67	104.29	14.38	12.2%	1.38	1.2%	94%	False	False	196,751,421
80	118.67	101.13	17.54	14.9%	1.50	1.3%	95%	False	False	207,207,436
100	118.67	101.13	17.54	14.9%	1.59	1.3%	95%	False	False	216,165,237
120	120.68	101.13	19.55	16.6%	1.81	1.5%	86%	False	False	241,737,476

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.11
2.618	122.55
1.618	120.98
1.000	120.01
0.618	119.41
HIGH	118.44
0.618	117.84
0.500	117.66
0.382	117.47
LOW	116.87
0.618	115.90
1.000	115.30
1.618	114.33
2.618	112.76
4.250	110.20

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	117.80	117.70
PP	117.73	117.52
S1	117.66	117.35

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols