SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2010

Day Change Summary
	Previous	Current
	26-Oct-2010	27-Oct-2010	Change	Change %	Previous Week
Open	118.10	117.89	-0.21	-0.2%	117.74
High	118.84	118.51	-0.33	-0.3%	119.09
Low	117.87	117.26	-0.61	-0.5%	116.02
Close	118.72	118.38	-0.34	-0.3%	118.35
Range	0.97	1.25	0.28	28.9%	3.07
ATR	1.45	1.45	0.00	0.0%	0.00
Volume	158,888,083	189,886,139	30,998,056	19.5%	950,813,750

Daily Pivots for day following 27-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.80	121.34	119.07
R3	120.55	120.09	118.72
R2	119.30	119.30	118.61
R1	118.84	118.84	118.49	119.07
PP	118.05	118.05	118.05	118.17
S1	117.59	117.59	118.27	117.82
S2	116.80	116.80	118.15
S3	115.55	116.34	118.04
S4	114.30	115.09	117.69

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	117.21	2.55	2.2%	1.16	1.0%	46%	False	False	165,851,950
10	119.76	116.02	3.74	3.2%	1.34	1.1%	63%	False	False	191,138,364
20	119.76	113.18	6.58	5.6%	1.35	1.1%	79%	False	False	186,883,608
40	119.76	106.66	13.10	11.1%	1.27	1.1%	89%	False	False	187,351,923
60	119.76	104.29	15.47	13.1%	1.34	1.1%	91%	False	False	194,949,028
80	119.76	103.02	16.74	14.1%	1.43	1.2%	92%	False	False	198,468,235
100	119.76	101.13	18.63	15.7%	1.53	1.3%	93%	False	False	210,419,882
120	119.76	101.13	18.63	15.7%	1.68	1.4%	93%	False	False	230,776,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123.82
2.618	121.78
1.618	120.53
1.000	119.76
0.618	119.28
HIGH	118.51
0.618	118.03
0.500	117.89
0.382	117.74
LOW	117.26
0.618	116.49
1.000	116.01
1.618	115.24
2.618	113.99
4.250	111.95

Fisher Pivots for day following 27-Oct-2010
Pivot	1 day	3 day
R1	118.22	118.51
PP	118.05	118.47
S1	117.89	118.42

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