SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 124.16 124.89 0.73 0.6% 121.99
High 125.80 124.95 -0.85 -0.7% 124.12
Low 124.06 122.78 -1.28 -1.0% 119.20
Close 125.49 123.05 -2.44 -1.9% 123.97
Range 1.74 2.17 0.43 24.7% 4.92
ATR 2.83 2.82 -0.01 -0.3% 0.00
Volume 202,838,344 268,443,063 65,604,719 32.3% 1,288,152,031
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 130.10 128.75 124.24
R3 127.93 126.58 123.65
R2 125.76 125.76 123.45
R1 124.41 124.41 123.25 124.00
PP 123.59 123.59 123.59 123.39
S1 122.24 122.24 122.85 121.83
S2 121.42 121.42 122.65
S3 119.25 120.07 122.45
S4 117.08 117.90 121.86
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
5 125.80 119.82 5.98 4.9% 1.99 1.6% 54% False False 247,735,178
10 125.80 119.12 6.68 5.4% 2.18 1.8% 59% False False 246,432,759
20 125.80 107.43 18.37 14.9% 2.62 2.1% 85% False False 272,717,332
40 125.80 107.43 18.37 14.9% 2.66 2.2% 85% False False 282,701,806
60 128.50 107.43 21.07 17.1% 3.12 2.5% 74% False False 320,879,428
80 135.70 107.43 28.27 23.0% 2.74 2.2% 55% False False 289,072,434
100 135.70 107.43 28.27 23.0% 2.51 2.0% 55% False False 271,868,037
120 136.11 107.43 28.68 23.3% 2.35 1.9% 54% False False 253,609,511
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134.17
2.618 130.63
1.618 128.46
1.000 127.12
0.618 126.29
HIGH 124.95
0.618 124.12
0.500 123.87
0.382 123.61
LOW 122.78
0.618 121.44
1.000 120.61
1.618 119.27
2.618 117.10
4.250 113.56
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 123.87 124.26
PP 123.59 123.86
S1 123.32 123.45

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

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