SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 141.30 141.85 0.55 0.4% 143.15
High 141.84 142.03 0.19 0.1% 143.67
Low 140.39 140.68 0.29 0.2% 140.39
Close 141.35 141.35 0.00 0.0% 141.35
Range 1.45 1.35 -0.10 -6.9% 3.28
ATR 1.48 1.47 -0.01 -0.6% 0.00
Volume 146,023,391 103,438,500 -42,584,891 -29.2% 718,294,696
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 145.40 144.73 142.09
R3 144.05 143.38 141.72
R2 142.70 142.70 141.60
R1 142.03 142.03 141.47 141.69
PP 141.35 141.35 141.35 141.19
S1 140.68 140.68 141.23 140.34
S2 140.00 140.00 141.10
S3 138.65 139.33 140.98
S4 137.30 137.98 140.61
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 151.64 149.78 143.15
R3 148.36 146.50 142.25
R2 145.08 145.08 141.95
R1 143.22 143.22 141.65 142.51
PP 141.80 141.80 141.80 141.45
S1 139.94 139.94 141.05 139.23
S2 138.52 138.52 140.75
S3 135.24 136.66 140.45
S4 131.96 133.38 139.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142.28 140.39 1.89 1.3% 1.41 1.0% 51% False False 139,230,918
10 146.52 140.39 6.13 4.3% 1.40 1.0% 16% False False 139,313,609
20 147.16 140.39 6.77 4.8% 1.33 0.9% 14% False False 129,200,139
40 148.11 140.13 7.98 5.6% 1.27 0.9% 15% False False 127,778,641
60 148.11 139.56 8.55 6.0% 1.16 0.8% 21% False False 117,131,970
80 148.11 132.60 15.51 11.0% 1.28 0.9% 56% False False 123,762,559
100 148.11 130.85 17.26 12.2% 1.36 1.0% 61% False False 130,437,139
120 148.11 127.14 20.97 14.8% 1.45 1.0% 68% False False 140,617,923
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 147.77
2.618 145.56
1.618 144.21
1.000 143.38
0.618 142.86
HIGH 142.03
0.618 141.51
0.500 141.36
0.382 141.20
LOW 140.68
0.618 139.85
1.000 139.33
1.618 138.50
2.618 137.15
4.250 134.94
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 141.36 141.35
PP 141.35 141.34
S1 141.35 141.34

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

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