SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 107.05 105.87 -1.18 -1.1% 107.60
High 107.63 108.56 0.93 0.9% 110.09
Low 106.22 105.82 -0.40 -0.4% 106.45
Close 107.29 108.48 1.19 1.1% 106.66
Range 1.41 2.74 1.33 94.3% 3.64
ATR 2.05 2.10 0.05 2.4% 0.00
Volume 186,424,415 257,898,709 71,474,294 38.3% 1,042,177,299
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 115.84 114.90 109.99
R3 113.10 112.16 109.23
R2 110.36 110.36 108.98
R1 109.42 109.42 108.73 109.89
PP 107.62 107.62 107.62 107.86
S1 106.68 106.68 108.23 107.15
S2 104.88 104.88 107.98
S3 102.14 103.94 107.73
S4 99.40 101.20 106.97
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
5 110.08 105.82 4.26 3.9% 2.00 1.8% 62% False True 228,592,557
10 110.09 103.02 7.07 6.5% 1.79 1.6% 77% False False 209,555,007
20 111.90 101.13 10.77 9.9% 1.88 1.7% 68% False False 239,623,668
40 113.20 101.13 12.07 11.1% 1.99 1.8% 61% False False 256,893,671
60 122.12 101.13 20.99 19.3% 2.25 2.1% 35% False False 288,646,324
80 122.12 101.13 20.99 19.3% 1.98 1.8% 35% False False 258,859,653
100 122.12 101.13 20.99 19.3% 1.79 1.6% 35% False False 241,311,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.21
2.618 115.73
1.618 112.99
1.000 111.30
0.618 110.25
HIGH 108.56
0.618 107.51
0.500 107.19
0.382 106.87
LOW 105.82
0.618 104.13
1.000 103.08
1.618 101.39
2.618 98.65
4.250 94.18
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 108.05 108.16
PP 107.62 107.84
S1 107.19 107.51

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

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