SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 107.65 108.29 0.64 0.6% 112.92
High 109.02 108.96 -0.06 -0.1% 113.18
Low 107.60 108.18 0.58 0.5% 107.60
Close 108.63 108.31 -0.32 -0.3% 108.31
Range 1.42 0.78 -0.64 -45.1% 5.58
ATR 1.84 1.77 -0.08 -4.1% 0.00
Volume 239,364,781 158,384,804 -80,979,977 -33.8% 1,034,123,075
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 110.82 110.35 108.74
R3 110.04 109.57 108.52
R2 109.26 109.26 108.45
R1 108.79 108.79 108.38 109.03
PP 108.48 108.48 108.48 108.60
S1 108.01 108.01 108.24 108.25
S2 107.70 107.70 108.17
S3 106.92 107.23 108.10
S4 106.14 106.45 107.88
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 126.44 122.95 111.38
R3 120.86 117.37 109.84
R2 115.28 115.28 109.33
R1 111.79 111.79 108.82 110.75
PP 109.70 109.70 109.70 109.17
S1 106.21 106.21 107.80 105.17
S2 104.12 104.12 107.29
S3 98.54 100.63 106.78
S4 92.96 95.05 105.24
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 5.2% 1.25 1.2% 13% False False 206,824,615
10 113.18 107.60 5.58 5.2% 1.20 1.1% 13% False False 190,669,536
20 113.18 105.82 7.36 6.8% 1.49 1.4% 34% False False 205,069,570
40 113.20 101.13 12.07 11.1% 1.66 1.5% 59% False False 220,905,842
60 113.20 101.13 12.07 11.1% 1.87 1.7% 59% False False 249,377,382
80 122.12 101.13 20.99 19.4% 2.05 1.9% 34% False False 267,402,789
100 122.12 101.13 20.99 19.4% 1.86 1.7% 34% False False 247,851,200
120 122.12 101.13 20.99 19.4% 1.73 1.6% 34% False False 235,195,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 112.28
2.618 111.00
1.618 110.22
1.000 109.74
0.618 109.44
HIGH 108.96
0.618 108.66
0.500 108.57
0.382 108.48
LOW 108.18
0.618 107.70
1.000 107.40
1.618 106.92
2.618 106.14
4.250 104.87
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 108.57 109.15
PP 108.48 108.87
S1 108.40 108.59

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

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