SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 105.87 109.03 3.16 3.0% 107.60
High 108.56 109.07 0.51 0.5% 110.09
Low 105.82 106.63 0.81 0.8% 106.45
Close 108.48 107.07 -1.41 -1.3% 106.66
Range 2.74 2.44 -0.30 -10.9% 3.64
ATR 2.10 2.13 0.02 1.1% 0.00
Volume 257,898,709 264,354,757 6,456,048 2.5% 1,042,177,299
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 114.91 113.43 108.41
R3 112.47 110.99 107.74
R2 110.03 110.03 107.52
R1 108.55 108.55 107.29 108.07
PP 107.59 107.59 107.59 107.35
S1 106.11 106.11 106.85 105.63
S2 105.15 105.15 106.62
S3 102.71 103.67 106.40
S4 100.27 101.23 105.73
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
5 110.06 105.82 4.24 4.0% 2.25 2.1% 29% False False 244,594,733
10 110.09 105.82 4.27 4.0% 1.71 1.6% 29% False False 210,646,902
20 110.09 101.13 8.96 8.4% 1.88 1.8% 66% False False 240,888,249
40 113.20 101.13 12.07 11.3% 2.01 1.9% 49% False False 256,775,498
60 121.33 101.13 20.20 18.9% 2.28 2.1% 29% False False 290,663,043
80 122.12 101.13 20.99 19.6% 1.99 1.9% 28% False False 259,593,766
100 122.12 101.13 20.99 19.6% 1.80 1.7% 28% False False 242,220,950
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 True
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.44
2.618 115.46
1.618 113.02
1.000 111.51
0.618 110.58
HIGH 109.07
0.618 108.14
0.500 107.85
0.382 107.56
LOW 106.63
0.618 105.12
1.000 104.19
1.618 102.68
2.618 100.24
4.250 96.26
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 107.85 107.45
PP 107.59 107.32
S1 107.33 107.20

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

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