SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 111.74 112.92 1.18 1.1% 111.99
High 112.57 113.18 0.61 0.5% 113.11
Low 110.92 112.32 1.40 1.3% 110.92
Close 112.39 112.99 0.60 0.5% 112.39
Range 1.65 0.86 -0.79 -47.9% 2.19
ATR 1.82 1.75 -0.07 -3.8% 0.00
Volume 239,618,989 120,730,696 -118,888,293 -49.6% 872,572,289
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 115.41 115.06 113.47
R3 114.55 114.20 113.23
R2 113.69 113.69 113.15
R1 113.34 113.34 113.07 113.52
PP 112.83 112.83 112.83 112.92
S1 112.48 112.48 112.91 112.66
S2 111.97 111.97 112.83
S3 111.11 111.62 112.76
S4 110.25 110.76 112.52
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 118.71 117.74 113.60
R3 116.52 115.55 112.99
R2 114.33 114.33 112.79
R1 113.36 113.36 112.59 113.85
PP 112.14 112.14 112.14 112.38
S1 111.17 111.17 112.19 111.66
S2 109.95 109.95 111.99
S3 107.76 108.98 111.79
S4 105.57 106.79 111.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.18 110.92 2.26 2.0% 1.04 0.9% 92% True False 161,047,771
10 113.18 108.98 4.20 3.7% 1.33 1.2% 96% True False 180,089,005
20 113.18 105.82 7.36 6.5% 1.58 1.4% 97% True False 204,960,360
40 113.20 101.13 12.07 10.7% 1.68 1.5% 98% False False 221,167,155
60 115.33 101.13 14.20 12.6% 1.96 1.7% 84% False False 257,917,012
80 122.12 101.13 20.99 18.6% 2.06 1.8% 57% False False 267,663,574
100 122.12 101.13 20.99 18.6% 1.86 1.6% 57% False False 246,613,276
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 False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.84
2.618 115.43
1.618 114.57
1.000 114.04
0.618 113.71
HIGH 113.18
0.618 112.85
0.500 112.75
0.382 112.65
LOW 112.32
0.618 111.79
1.000 111.46
1.618 110.93
2.618 110.07
4.250 108.67
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 112.91 112.68
PP 112.83 112.36
S1 112.75 112.05

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

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