SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 107.56 108.04 0.48 0.4% 107.57
High 107.94 108.57 0.63 0.6% 110.39
Low 106.75 107.07 0.32 0.3% 106.75
Close 107.53 107.12 -0.41 -0.4% 107.53
Range 1.19 1.50 0.31 26.3% 3.64
ATR 1.75 1.73 -0.02 -1.0% 0.00
Volume 209,562,253 163,103,348 -46,458,905 -22.2% 977,580,481
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 112.09 111.11 107.95
R3 110.59 109.61 107.54
R2 109.09 109.09 107.40
R1 108.11 108.11 107.26 107.85
PP 107.59 107.59 107.59 107.46
S1 106.61 106.61 106.99 106.35
S2 106.09 106.09 106.85
S3 104.59 105.11 106.71
S4 103.09 103.61 106.30
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% 1.55 1.4% 10% False False 198,624,484
10 112.98 106.75 6.23 5.8% 1.45 1.4% 6% False False 205,407,620
20 113.18 106.75 6.43 6.0% 1.39 1.3% 6% False False 192,748,313
40 113.18 101.13 12.05 11.2% 1.63 1.5% 50% False False 214,765,377
60 113.20 101.13 12.07 11.3% 1.75 1.6% 50% False False 229,319,349
80 121.01 101.13 19.88 18.6% 2.04 1.9% 30% False False 264,043,258
100 122.12 101.13 20.99 19.6% 1.89 1.8% 29% False False 248,598,509
120 122.12 101.13 20.99 19.6% 1.75 1.6% 29% False False 235,803,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.95
2.618 112.50
1.618 111.00
1.000 110.07
0.618 109.50
HIGH 108.57
0.618 108.00
0.500 107.82
0.382 107.64
LOW 107.07
0.618 106.14
1.000 105.57
1.618 104.64
2.618 103.14
4.250 100.70
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 107.82 108.12
PP 107.59 107.79
S1 107.36 107.46

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

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