SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 145.82 145.55 -0.27 -0.2% 143.23
High 146.52 145.56 -0.96 -0.7% 146.52
Low 145.33 143.05 -2.28 -1.6% 142.77
Close 145.82 143.39 -2.43 -1.7% 143.39
Range 1.19 2.51 1.32 110.9% 3.75
ATR 1.28 1.39 0.11 8.3% 0.00
Volume 148,108,406 185,645,094 37,536,688 25.3% 679,091,898
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 151.53 149.97 144.77
R3 149.02 147.46 144.08
R2 146.51 146.51 143.85
R1 144.95 144.95 143.62 144.48
PP 144.00 144.00 144.00 143.76
S1 142.44 142.44 143.16 141.97
S2 141.49 141.49 142.93
S3 138.98 139.93 142.70
S4 136.47 137.42 142.01
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 155.48 153.18 145.45
R3 151.73 149.43 144.42
R2 147.98 147.98 144.08
R1 145.68 145.68 143.73 146.83
PP 144.23 144.23 144.23 144.80
S1 141.93 141.93 143.05 143.08
S2 140.48 140.48 142.70
S3 136.73 138.18 142.36
S4 132.98 134.43 141.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.52 142.77 3.75 2.6% 1.41 1.0% 17% False False 135,818,379
10 146.52 142.58 3.94 2.7% 1.31 0.9% 21% False False 127,841,079
20 147.16 142.58 4.58 3.2% 1.33 0.9% 18% False False 126,802,801
40 148.11 140.13 7.98 5.6% 1.21 0.8% 41% False False 121,180,257
60 148.11 135.58 12.53 8.7% 1.21 0.8% 62% False False 119,428,566
80 148.11 131.28 16.83 11.7% 1.27 0.9% 72% False False 124,362,006
100 148.11 127.14 20.97 14.6% 1.40 1.0% 77% False False 134,060,492
120 148.11 127.14 20.97 14.6% 1.46 1.0% 77% False False 142,270,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 156.23
2.618 152.13
1.618 149.62
1.000 148.07
0.618 147.11
HIGH 145.56
0.618 144.60
0.500 144.31
0.382 144.01
LOW 143.05
0.618 141.50
1.000 140.54
1.618 138.99
2.618 136.48
4.250 132.38
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 144.31 144.79
PP 144.00 144.32
S1 143.70 143.86

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

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