SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 109.09 107.05 -2.04 -1.9% 107.60
High 109.21 107.63 -1.58 -1.4% 110.09
Low 106.45 106.22 -0.23 -0.2% 106.45
Close 106.66 107.29 0.63 0.6% 106.66
Range 2.76 1.41 -1.35 -48.8% 3.64
ATR 2.10 2.05 -0.05 -2.4% 0.00
Volume 282,613,350 186,424,415 -96,188,935 -34.0% 1,042,177,299
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 111.28 110.69 108.07
R3 109.87 109.28 107.68
R2 108.46 108.46 107.55
R1 107.87 107.87 107.42 108.17
PP 107.05 107.05 107.05 107.19
S1 106.46 106.46 107.16 106.76
S2 105.64 105.64 107.03
S3 104.23 105.05 106.90
S4 102.82 103.64 106.51
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
5 110.09 106.22 3.87 3.6% 1.69 1.6% 28% False True 219,526,516
10 110.09 101.88 8.21 7.7% 1.76 1.6% 66% False False 209,344,654
20 113.20 101.13 12.07 11.2% 1.86 1.7% 51% False False 237,372,247
40 113.20 101.13 12.07 11.2% 2.03 1.9% 51% False False 262,961,845
60 122.12 101.13 20.99 19.6% 2.22 2.1% 29% False False 287,302,459
80 122.12 101.13 20.99 19.6% 1.96 1.8% 29% False False 258,426,017
100 122.12 101.13 20.99 19.6% 1.78 1.7% 29% False False 241,322,918
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.62
2.618 111.32
1.618 109.91
1.000 109.04
0.618 108.50
HIGH 107.63
0.618 107.09
0.500 106.93
0.382 106.76
LOW 106.22
0.618 105.35
1.000 104.81
1.618 103.94
2.618 102.53
4.250 100.23
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 107.17 108.14
PP 107.05 107.86
S1 106.93 107.57

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

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