SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 108.34 109.24 0.90 0.8% 107.05
High 109.94 110.57 0.63 0.6% 110.57
Low 108.33 108.93 0.60 0.6% 105.82
Close 109.46 110.41 0.95 0.9% 110.41
Range 1.61 1.64 0.03 1.9% 4.75
ATR 2.18 2.14 -0.04 -1.8% 0.00
Volume 274,516,930 221,937,602 -52,579,328 -19.2% 1,205,132,413
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 114.89 114.29 111.31
R3 113.25 112.65 110.86
R2 111.61 111.61 110.71
R1 111.01 111.01 110.56 111.31
PP 109.97 109.97 109.97 110.12
S1 109.37 109.37 110.26 109.67
S2 108.33 108.33 110.11
S3 106.69 107.73 109.96
S4 105.05 106.09 109.51
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 123.18 121.55 113.02
R3 118.43 116.80 111.72
R2 113.68 113.68 111.28
R1 112.05 112.05 110.85 112.87
PP 108.93 108.93 108.93 109.34
S1 107.30 107.30 109.97 108.12
S2 104.18 104.18 109.54
S3 99.43 102.55 109.10
S4 94.68 97.80 107.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.57 105.82 4.75 4.3% 1.97 1.8% 97% True False 241,026,482
10 110.57 105.82 4.75 4.3% 1.80 1.6% 97% True False 224,730,971
20 110.57 101.13 9.44 8.5% 1.88 1.7% 98% True False 239,569,253
40 113.20 101.13 12.07 10.9% 1.94 1.8% 77% False False 250,565,923
60 121.11 101.13 19.98 18.1% 2.25 2.0% 46% False False 288,001,979
80 122.12 101.13 20.99 19.0% 2.01 1.8% 44% False False 262,298,004
100 122.12 101.13 20.99 19.0% 1.82 1.6% 44% False False 244,100,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.54
2.618 114.86
1.618 113.22
1.000 112.21
0.618 111.58
HIGH 110.57
0.618 109.94
0.500 109.75
0.382 109.56
LOW 108.93
0.618 107.92
1.000 107.29
1.618 106.28
2.618 104.64
4.250 101.96
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 110.19 109.81
PP 109.97 109.20
S1 109.75 108.60

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

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