SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 111.32 111.52 0.20 0.2% 107.05
High 111.66 111.82 0.16 0.1% 110.57
Low 110.46 109.41 -1.05 -1.0% 105.82
Close 110.83 110.29 -0.54 -0.5% 110.41
Range 1.20 2.41 1.21 100.8% 4.75
ATR 1.96 2.00 0.03 1.6% 0.00
Volume 162,881,660 220,040,927 57,159,267 35.1% 1,205,132,413
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 117.74 116.42 111.62
R3 115.33 114.01 110.95
R2 112.92 112.92 110.73
R1 111.60 111.60 110.51 111.06
PP 110.51 110.51 110.51 110.23
S1 109.19 109.19 110.07 108.65
S2 108.10 108.10 109.85
S3 105.69 106.78 109.63
S4 103.28 104.37 108.96
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
5 112.29 108.93 3.36 3.0% 1.56 1.4% 40% False False 198,322,921
10 112.29 105.82 6.47 5.9% 1.88 1.7% 69% False False 225,742,276
20 112.29 101.13 11.16 10.1% 1.82 1.7% 82% False False 224,888,803
40 113.20 101.13 12.07 10.9% 1.86 1.7% 76% False False 241,922,588
60 117.80 101.13 16.67 15.1% 2.24 2.0% 55% False False 284,057,708
80 122.12 101.13 20.99 19.0% 2.04 1.8% 44% False False 265,196,024
100 122.12 101.13 20.99 19.0% 1.85 1.7% 44% False False 246,030,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122.06
2.618 118.13
1.618 115.72
1.000 114.23
0.618 113.31
HIGH 111.82
0.618 110.90
0.500 110.62
0.382 110.33
LOW 109.41
0.618 107.92
1.000 107.00
1.618 105.51
2.618 103.10
4.250 99.17
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 110.62 110.85
PP 110.51 110.66
S1 110.40 110.48

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

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