SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	146.03	146.64	0.61	0.4%	146.94
High	146.79	146.67	-0.12	-0.1%	147.19
Low	145.63	145.81	0.18	0.1%	145.63
Close	146.71	145.87	-0.84	-0.6%	145.87
Range	1.16	0.86	-0.30	-25.9%	1.56
ATR	1.22	1.19	-0.02	-1.9%	0.00
Volume	154,009,688	108,737,406	-45,272,282	-29.4%	608,819,484

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	148.70	148.14	146.34
R3	147.84	147.28	146.11
R2	146.98	146.98	146.03
R1	146.42	146.42	145.95	146.27
PP	146.12	146.12	146.12	146.04
S1	145.56	145.56	145.79	145.41
S2	145.26	145.26	145.71
S3	144.40	144.70	145.63
S4	143.54	143.84	145.40

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	150.91	149.95	146.73
R3	149.35	148.39	146.30
R2	147.79	147.79	146.16
R1	146.83	146.83	146.01	146.53
PP	146.23	146.23	146.23	146.08
S1	145.27	145.27	145.73	144.97
S2	144.67	144.67	145.58
S3	143.11	143.71	145.44
S4	141.55	142.15	145.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.19	145.63	1.56	1.1%	0.83	0.6%	15%	False	False	121,763,896
10	148.11	143.46	4.65	3.2%	1.10	0.8%	52%	False	False	126,692,574
20	148.11	140.13	7.98	5.5%	1.10	0.8%	72%	False	False	115,557,714
40	148.11	135.58	12.53	8.6%	1.15	0.8%	82%	False	False	115,741,449
60	148.11	131.28	16.83	11.5%	1.25	0.9%	87%	False	False	123,548,407
80	148.11	127.14	20.97	14.4%	1.41	1.0%	89%	False	False	135,874,914
100	148.11	127.14	20.97	14.4%	1.49	1.0%	89%	False	False	145,364,205
120	148.11	127.14	20.97	14.4%	1.47	1.0%	89%	False	False	146,243,355

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150.33
2.618	148.92
1.618	148.06
1.000	147.53
0.618	147.20
HIGH	146.67
0.618	146.34
0.500	146.24
0.382	146.14
LOW	145.81
0.618	145.28
1.000	144.95
1.618	144.42
2.618	143.56
4.250	142.16

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	146.24	146.40
PP	146.12	146.22
S1	145.99	146.05

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