SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 119.14 118.10 -1.04 -0.9% 117.74
High 119.76 118.84 -0.92 -0.8% 119.09
Low 118.61 117.87 -0.74 -0.6% 116.02
Close 118.70 118.72 0.02 0.0% 118.35
Range 1.15 0.97 -0.18 -15.7% 3.07
ATR 1.49 1.45 -0.04 -2.5% 0.00
Volume 150,919,529 158,888,083 7,968,554 5.3% 950,813,750
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 121.39 121.02 119.25
R3 120.42 120.05 118.99
R2 119.45 119.45 118.90
R1 119.08 119.08 118.81 119.27
PP 118.48 118.48 118.48 118.57
S1 118.11 118.11 118.63 118.30
S2 117.51 117.51 118.54
S3 116.54 117.14 118.45
S4 115.57 116.17 118.19
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 127.03 125.76 120.04
R3 123.96 122.69 119.19
R2 120.89 120.89 118.91
R1 119.62 119.62 118.63 120.25
PP 117.82 117.82 117.82 118.14
S1 116.55 116.55 118.07 117.18
S2 114.75 114.75 117.78
S3 111.68 113.48 117.50
S4 108.61 110.41 116.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.76 116.87 2.89 2.4% 1.22 1.0% 64% False False 167,830,647
10 119.76 116.02 3.74 3.2% 1.33 1.1% 72% False False 191,541,162
20 119.76 113.18 6.58 5.5% 1.34 1.1% 84% False False 186,368,129
40 119.76 104.49 15.27 12.9% 1.28 1.1% 93% False False 189,445,951
60 119.76 104.29 15.47 13.0% 1.34 1.1% 93% False False 194,226,426
80 119.76 101.88 17.88 15.1% 1.45 1.2% 94% False False 199,292,098
100 119.76 101.13 18.63 15.7% 1.54 1.3% 94% False False 211,164,046
120 119.76 101.13 18.63 15.7% 1.70 1.4% 94% False False 234,500,915
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 True
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.96
2.618 121.38
1.618 120.41
1.000 119.81
0.618 119.44
HIGH 118.84
0.618 118.47
0.500 118.36
0.382 118.24
LOW 117.87
0.618 117.27
1.000 116.90
1.618 116.30
2.618 115.33
4.250 113.75
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 118.60 118.82
PP 118.48 118.78
S1 118.36 118.75

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

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