SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 112.53 112.25 -0.28 -0.2% 110.60
High 113.11 112.91 -0.20 -0.2% 112.29
Low 112.16 112.08 -0.08 -0.1% 108.98
Close 112.97 112.85 -0.12 -0.1% 110.27
Range 0.95 0.83 -0.12 -12.6% 3.31
ATR 1.88 1.81 -0.07 -3.8% 0.00
Volume 157,999,563 140,359,647 -17,639,916 -11.2% 989,563,636
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 115.10 114.81 113.31
R3 114.27 113.98 113.08
R2 113.44 113.44 113.00
R1 113.15 113.15 112.93 113.30
PP 112.61 112.61 112.61 112.69
S1 112.32 112.32 112.77 112.47
S2 111.78 111.78 112.70
S3 110.95 111.49 112.62
S4 110.12 110.66 112.39
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 120.44 118.67 112.09
R3 117.13 115.36 111.18
R2 113.82 113.82 110.88
R1 112.05 112.05 110.57 111.28
PP 110.51 110.51 110.51 110.13
S1 108.74 108.74 109.97 107.97
S2 107.20 107.20 109.66
S3 103.89 105.43 109.36
S4 100.58 102.12 108.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.11 108.98 4.13 3.7% 1.20 1.1% 94% False False 170,567,986
10 113.11 108.93 4.18 3.7% 1.38 1.2% 94% False False 184,445,453
20 113.11 105.82 7.29 6.5% 1.56 1.4% 96% False False 200,737,924
40 113.20 101.13 12.07 10.7% 1.73 1.5% 97% False False 225,452,740
60 117.68 101.13 16.55 14.7% 1.97 1.7% 71% False False 259,740,346
80 122.12 101.13 20.99 18.6% 2.05 1.8% 56% False False 266,971,351
100 122.12 101.13 20.99 18.6% 1.86 1.6% 56% False False 246,467,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 116.44
2.618 115.08
1.618 114.25
1.000 113.74
0.618 113.42
HIGH 112.91
0.618 112.59
0.500 112.50
0.382 112.40
LOW 112.08
0.618 111.57
1.000 111.25
1.618 110.74
2.618 109.91
4.250 108.55
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 112.73 112.73
PP 112.61 112.60
S1 112.50 112.48

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

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