SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 110.65 107.65 -3.00 -2.7% 111.99
High 110.69 109.02 -1.67 -1.5% 113.11
Low 109.12 107.60 -1.52 -1.4% 110.92
Close 109.30 108.63 -0.67 -0.6% 112.39
Range 1.57 1.42 -0.15 -9.6% 2.19
ATR 1.85 1.84 -0.01 -0.6% 0.00
Volume 272,950,260 239,364,781 -33,585,479 -12.3% 872,572,289
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 112.68 112.07 109.41
R3 111.26 110.65 109.02
R2 109.84 109.84 108.89
R1 109.23 109.23 108.76 109.54
PP 108.42 108.42 108.42 108.57
S1 107.81 107.81 108.50 108.12
S2 107.00 107.00 108.37
S3 105.58 106.39 108.24
S4 104.16 104.97 107.85
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
5 113.18 107.60 5.58 5.1% 1.42 1.3% 18% False True 223,071,452
10 113.18 107.60 5.58 5.1% 1.31 1.2% 18% False True 196,819,719
20 113.18 105.82 7.36 6.8% 1.59 1.5% 38% False False 211,280,997
40 113.20 101.13 12.07 11.1% 1.68 1.5% 62% False False 223,523,036
60 113.20 101.13 12.07 11.1% 1.89 1.7% 62% False False 253,310,917
80 122.12 101.13 20.99 19.3% 2.06 1.9% 36% False False 267,832,778
100 122.12 101.13 20.99 19.3% 1.87 1.7% 36% False False 248,094,305
120 122.12 101.13 20.99 19.3% 1.74 1.6% 36% False False 235,600,628
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115.06
2.618 112.74
1.618 111.32
1.000 110.44
0.618 109.90
HIGH 109.02
0.618 108.48
0.500 108.31
0.382 108.14
LOW 107.60
0.618 106.72
1.000 106.18
1.618 105.30
2.618 103.88
4.250 101.57
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 108.52 110.29
PP 108.42 109.74
S1 108.31 109.18

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

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