SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 109.54 109.22 -0.32 -0.3% 112.92
High 110.38 109.49 -0.89 -0.8% 113.18
Low 108.91 107.43 -1.48 -1.4% 107.60
Close 109.79 107.88 -1.91 -1.7% 108.31
Range 1.47 2.06 0.59 40.1% 5.58
ATR 1.75 1.79 0.04 2.5% 0.00
Volume 182,561,271 265,772,792 83,211,521 45.6% 1,034,123,075
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 114.45 113.22 109.01
R3 112.39 111.16 108.45
R2 110.33 110.33 108.26
R1 109.10 109.10 108.07 108.69
PP 108.27 108.27 108.27 108.06
S1 107.04 107.04 107.69 106.63
S2 106.21 106.21 107.50
S3 104.15 104.98 107.31
S4 102.09 102.92 106.75
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
5 110.39 107.18 3.21 3.0% 1.45 1.3% 22% False False 185,280,606
10 113.18 107.18 6.00 5.6% 1.44 1.3% 12% False False 204,176,029
20 113.18 107.18 6.00 5.6% 1.41 1.3% 12% False False 194,310,741
40 113.18 101.13 12.05 11.2% 1.64 1.5% 56% False False 218,099,100
60 113.20 101.13 12.07 11.2% 1.78 1.6% 56% False False 233,931,194
80 121.11 101.13 19.98 18.5% 2.04 1.9% 34% False False 265,561,804
100 122.12 101.13 20.99 19.5% 1.88 1.7% 32% False False 247,938,002
120 122.12 101.13 20.99 19.5% 1.74 1.6% 32% False False 235,293,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 118.25
2.618 114.88
1.618 112.82
1.000 111.55
0.618 110.76
HIGH 109.49
0.618 108.70
0.500 108.46
0.382 108.22
LOW 107.43
0.618 106.16
1.000 105.37
1.618 104.10
2.618 102.04
4.250 98.68
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 108.46 108.91
PP 108.27 108.57
S1 108.07 108.22

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

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