SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 145.53 144.18 -1.35 -0.9% 144.52
High 145.65 144.32 -1.33 -0.9% 147.16
Low 144.15 143.09 -1.06 -0.7% 143.83
Close 144.20 143.28 -0.92 -0.6% 146.14
Range 1.50 1.23 -0.27 -18.0% 3.33
ATR 1.29 1.28 0.00 -0.3% 0.00
Volume 148,872,797 124,247,398 -24,625,399 -16.5% 619,769,907
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 147.25 146.50 143.96
R3 146.02 145.27 143.62
R2 144.79 144.79 143.51
R1 144.04 144.04 143.39 143.80
PP 143.56 143.56 143.56 143.45
S1 142.81 142.81 143.17 142.57
S2 142.33 142.33 143.05
S3 141.10 141.58 142.94
S4 139.87 140.35 142.60
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 155.70 154.25 147.97
R3 152.37 150.92 147.06
R2 149.04 149.04 146.75
R1 147.59 147.59 146.45 148.32
PP 145.71 145.71 145.71 146.07
S1 144.26 144.26 145.83 144.99
S2 142.38 142.38 145.53
S3 139.05 140.93 145.22
S4 135.72 137.60 144.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.16 143.09 4.07 2.8% 1.18 0.8% 5% False True 120,137,878
10 147.16 143.09 4.07 2.8% 1.28 0.9% 5% False True 123,383,190
20 148.11 142.95 5.16 3.6% 1.28 0.9% 6% False False 130,662,374
40 148.11 140.13 7.98 5.6% 1.14 0.8% 39% False False 115,559,342
60 148.11 133.03 15.08 10.5% 1.22 0.8% 68% False False 120,476,423
80 148.11 130.85 17.26 12.0% 1.31 0.9% 72% False False 126,207,860
100 148.11 127.14 20.97 14.6% 1.44 1.0% 77% False False 136,766,948
120 148.11 127.14 20.97 14.6% 1.45 1.0% 77% False False 142,654,868
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 False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 149.55
2.618 147.54
1.618 146.31
1.000 145.55
0.618 145.08
HIGH 144.32
0.618 143.85
0.500 143.71
0.382 143.56
LOW 143.09
0.618 142.33
1.000 141.86
1.618 141.10
2.618 139.87
4.250 137.86
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 143.71 144.61
PP 143.56 144.16
S1 143.42 143.72

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

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