SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 116.94 118.40 1.46 1.2% 116.72
High 118.44 119.09 0.65 0.5% 118.55
Low 116.87 117.21 0.34 0.3% 115.65
Close 117.87 118.13 0.26 0.2% 117.70
Range 1.57 1.88 0.31 19.7% 2.90
ATR 1.55 1.57 0.02 1.5% 0.00
Volume 199,779,627 221,429,130 21,649,503 10.8% 939,469,421
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 123.78 122.84 119.16
R3 121.90 120.96 118.65
R2 120.02 120.02 118.47
R1 119.08 119.08 118.30 118.61
PP 118.14 118.14 118.14 117.91
S1 117.20 117.20 117.96 116.73
S2 116.26 116.26 117.79
S3 114.38 115.32 117.61
S4 112.50 113.44 117.10
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
5 119.09 116.02 3.07 2.6% 1.65 1.4% 69% True False 217,240,649
10 119.09 115.61 3.48 2.9% 1.44 1.2% 72% True False 195,977,294
20 119.09 113.18 5.91 5.0% 1.40 1.2% 84% True False 192,835,174
40 119.09 104.31 14.78 12.5% 1.36 1.2% 94% True False 195,590,548
60 119.09 104.29 14.80 12.5% 1.39 1.2% 94% True False 197,727,212
80 119.09 101.13 17.96 15.2% 1.49 1.3% 95% True False 205,308,740
100 119.09 101.13 17.96 15.2% 1.58 1.3% 95% True False 215,605,126
120 119.09 101.13 17.96 15.2% 1.81 1.5% 95% True False 242,060,373
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 0.37
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 127.08
2.618 124.01
1.618 122.13
1.000 120.97
0.618 120.25
HIGH 119.09
0.618 118.37
0.500 118.15
0.382 117.93
LOW 117.21
0.618 116.05
1.000 115.33
1.618 114.17
2.618 112.29
4.250 109.22
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 118.15 117.94
PP 118.14 117.75
S1 118.14 117.56

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

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