SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 108.04 105.95 -2.09 -1.9% 107.57
High 108.57 106.39 -2.18 -2.0% 110.39
Low 107.07 104.97 -2.10 -2.0% 106.75
Close 107.12 105.53 -1.59 -1.5% 107.53
Range 1.50 1.42 -0.08 -5.3% 3.64
ATR 1.73 1.76 0.03 1.7% 0.00
Volume 163,103,348 280,534,210 117,430,862 72.0% 977,580,481
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 109.89 109.13 106.31
R3 108.47 107.71 105.92
R2 107.05 107.05 105.79
R1 106.29 106.29 105.66 105.96
PP 105.63 105.63 105.63 105.47
S1 104.87 104.87 105.40 104.54
S2 104.21 104.21 105.27
S3 102.79 103.45 105.14
S4 101.37 102.03 104.75
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
5 110.38 104.97 5.41 5.1% 1.53 1.4% 10% False True 220,306,774
10 110.69 104.97 5.72 5.4% 1.43 1.4% 10% False True 209,191,788
20 113.18 104.97 8.21 7.8% 1.40 1.3% 7% False True 196,536,131
40 113.18 101.13 12.05 11.4% 1.63 1.5% 37% False False 217,555,807
60 113.20 101.13 12.07 11.4% 1.74 1.6% 36% False False 229,036,017
80 120.68 101.13 19.55 18.5% 2.03 1.9% 23% False False 264,176,681
100 122.12 101.13 20.99 19.9% 1.89 1.8% 21% False False 249,792,987
120 122.12 101.13 20.99 19.9% 1.76 1.7% 21% False False 237,012,051
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.43
2.618 110.11
1.618 108.69
1.000 107.81
0.618 107.27
HIGH 106.39
0.618 105.85
0.500 105.68
0.382 105.51
LOW 104.97
0.618 104.09
1.000 103.55
1.618 102.67
2.618 101.25
4.250 98.94
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 105.68 106.77
PP 105.63 106.36
S1 105.58 105.94

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

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