SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2011

Day Change Summary
	Previous	Current
	21-Oct-2011	24-Oct-2011	Change	Change %	Previous Week
Open	123.08	124.16	1.08	0.9%	121.99
High	124.12	125.80	1.68	1.4%	124.12
Low	122.72	124.06	1.34	1.1%	119.20
Close	123.97	125.49	1.52	1.2%	123.97
Range	1.40	1.74	0.34	24.3%	4.92
ATR	2.91	2.83	-0.08	-2.6%	0.00
Volume	278,903,906	202,838,344	-76,065,562	-27.3%	1,288,152,031

Daily Pivots for day following 24-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.34	129.65	126.45
R3	128.60	127.91	125.97
R2	126.86	126.86	125.81
R1	126.17	126.17	125.65	126.52
PP	125.12	125.12	125.12	125.29
S1	124.43	124.43	125.33	124.78
S2	123.38	123.38	125.17
S3	121.64	122.69	125.01
S4	119.90	120.95	124.53

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.19	135.50	126.68
R3	132.27	130.58	125.32
R2	127.35	127.35	124.87
R1	125.66	125.66	124.42	126.51
PP	122.43	122.43	122.43	122.85
S1	120.74	120.74	123.52	121.59
S2	117.51	117.51	123.07
S3	112.59	115.82	122.62
S4	107.67	110.90	121.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125.80	119.20	6.60	5.3%	2.42	1.9%	95%	True	False	257,781,871
10	125.80	118.75	7.05	5.6%	2.09	1.7%	96%	True	False	240,484,901
20	125.80	107.43	18.37	14.6%	2.65	2.1%	98%	True	False	274,868,864
40	125.80	107.43	18.37	14.6%	2.69	2.1%	98%	True	False	280,640,255
60	130.96	107.43	23.53	18.8%	3.15	2.5%	77%	False	False	321,828,785
80	135.70	107.43	28.27	22.5%	2.74	2.2%	64%	False	False	288,246,503
100	135.70	107.43	28.27	22.5%	2.50	2.0%	64%	False	False	271,529,881
120	136.11	107.43	28.68	22.9%	2.35	1.9%	63%	False	False	253,149,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.20
2.618	130.36
1.618	128.62
1.000	127.54
0.618	126.88
HIGH	125.80
0.618	125.14
0.500	124.93
0.382	124.72
LOW	124.06
0.618	122.98
1.000	122.32
1.618	121.24
2.618	119.50
4.250	116.67

Fisher Pivots for day following 24-Oct-2011
Pivot	1 day	3 day
R1	125.30	124.60
PP	125.12	123.70
S1	124.93	122.81

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