SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 109.22 107.56 -1.66 -1.5% 107.57
High 109.49 107.94 -1.55 -1.4% 110.39
Low 107.43 106.75 -0.68 -0.6% 106.75
Close 107.88 107.53 -0.35 -0.3% 107.53
Range 2.06 1.19 -0.87 -42.3% 3.64
ATR 1.79 1.75 -0.04 -2.4% 0.00
Volume 265,772,792 209,562,253 -56,210,539 -21.1% 977,580,481
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 110.97 110.44 108.18
R3 109.78 109.25 107.86
R2 108.59 108.59 107.75
R1 108.06 108.06 107.64 107.73
PP 107.41 107.41 107.41 107.24
S1 106.87 106.87 107.42 106.55
S2 106.22 106.22 107.31
S3 105.03 105.69 107.20
S4 103.84 104.50 106.88
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 119.14 116.98 109.53
R3 115.50 113.34 108.53
R2 111.86 111.86 108.20
R1 109.70 109.70 107.86 108.96
PP 108.22 108.22 108.22 107.85
S1 106.06 106.06 107.20 105.32
S2 104.58 104.58 106.86
S3 100.94 102.42 106.53
S4 97.30 98.78 105.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.39 106.75 3.64 3.4% 1.53 1.4% 21% False True 195,516,096
10 113.18 106.75 6.43 6.0% 1.39 1.3% 12% False True 201,170,355
20 113.18 106.75 6.43 6.0% 1.38 1.3% 12% False True 193,691,974
40 113.18 101.13 12.05 11.2% 1.63 1.5% 53% False False 216,630,613
60 113.20 101.13 12.07 11.2% 1.75 1.6% 53% False False 231,607,940
80 121.11 101.13 19.98 18.6% 2.04 1.9% 32% False False 264,424,477
100 122.12 101.13 20.99 19.5% 1.89 1.8% 30% False False 248,576,798
120 122.12 101.13 20.99 19.5% 1.75 1.6% 30% False False 235,699,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.99
2.618 111.05
1.618 109.86
1.000 109.13
0.618 108.67
HIGH 107.94
0.618 107.48
0.500 107.34
0.382 107.20
LOW 106.75
0.618 106.02
1.000 105.56
1.618 104.83
2.618 103.64
4.250 101.70
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 107.47 108.56
PP 107.41 108.22
S1 107.34 107.87

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

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