SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 109.61 109.09 -0.52 -0.5% 107.60
High 110.06 109.21 -0.85 -0.8% 110.09
Low 108.17 106.45 -1.72 -1.6% 106.45
Close 109.68 106.66 -3.02 -2.8% 106.66
Range 1.89 2.76 0.87 45.8% 3.64
ATR 2.02 2.10 0.09 4.3% 0.00
Volume 231,682,437 282,613,350 50,930,913 22.0% 1,042,177,299
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 115.71 113.94 108.18
R3 112.95 111.18 107.42
R2 110.19 110.19 107.17
R1 108.43 108.43 106.91 107.93
PP 107.44 107.44 107.44 107.19
S1 105.67 105.67 106.41 105.18
S2 104.68 104.68 106.15
S3 101.93 102.92 105.90
S4 99.17 100.16 105.14
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 118.65 116.30 108.66
R3 115.01 112.66 107.66
R2 111.37 111.37 107.33
R1 109.02 109.02 106.99 108.38
PP 107.73 107.73 107.73 107.41
S1 105.38 105.38 106.33 104.74
S2 104.09 104.09 105.99
S3 100.45 101.74 105.66
S4 96.81 98.10 104.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.09 106.45 3.64 3.4% 1.62 1.5% 6% False True 208,435,459
10 110.09 101.62 8.47 7.9% 1.80 1.7% 60% False False 214,031,381
20 113.20 101.13 12.07 11.3% 1.83 1.7% 46% False False 236,742,115
40 113.20 101.13 12.07 11.3% 2.05 1.9% 46% False False 271,531,288
60 122.12 101.13 20.99 19.7% 2.23 2.1% 26% False False 288,180,529
80 122.12 101.13 20.99 19.7% 1.96 1.8% 26% False False 258,546,608
100 122.12 101.13 20.99 19.7% 1.78 1.7% 26% False False 241,220,381
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 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120.92
2.618 116.42
1.618 113.66
1.000 111.96
0.618 110.91
HIGH 109.21
0.618 108.15
0.500 107.83
0.382 107.50
LOW 106.45
0.618 104.75
1.000 103.69
1.618 101.99
2.618 99.24
4.250 94.74
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 107.83 108.27
PP 107.44 107.73
S1 107.05 107.20

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

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