SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 105.95 104.95 -1.00 -0.9% 107.57
High 106.39 106.34 -0.05 0.0% 110.39
Low 104.97 104.29 -0.68 -0.6% 106.75
Close 105.53 105.94 0.41 0.4% 107.53
Range 1.42 2.05 0.63 44.4% 3.64
ATR 1.76 1.78 0.02 1.2% 0.00
Volume 280,534,210 272,169,870 -8,364,340 -3.0% 977,580,481
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 111.67 110.86 107.07
R3 109.62 108.81 106.50
R2 107.57 107.57 106.32
R1 106.76 106.76 106.13 107.17
PP 105.52 105.52 105.52 105.73
S1 104.71 104.71 105.75 105.12
S2 103.47 103.47 105.56
S3 101.42 102.66 105.38
S4 99.37 100.61 104.81
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
5 109.49 104.29 5.20 4.9% 1.64 1.6% 32% False True 238,228,494
10 110.39 104.29 6.10 5.8% 1.48 1.4% 27% False True 209,113,749
20 113.18 104.29 8.89 8.4% 1.45 1.4% 19% False True 202,000,541
40 113.18 101.13 12.05 11.4% 1.62 1.5% 40% False False 215,026,932
60 113.20 101.13 12.07 11.4% 1.73 1.6% 40% False False 228,948,178
80 119.03 101.13 17.90 16.9% 2.04 1.9% 27% False False 265,295,285
100 122.12 101.13 20.99 19.8% 1.91 1.8% 23% False False 251,458,469
120 122.12 101.13 20.99 19.8% 1.76 1.7% 23% False False 237,813,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.05
2.618 111.71
1.618 109.66
1.000 108.39
0.618 107.61
HIGH 106.34
0.618 105.56
0.500 105.32
0.382 105.07
LOW 104.29
0.618 103.02
1.000 102.24
1.618 100.97
2.618 98.92
4.250 95.58
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 105.73 106.43
PP 105.52 106.27
S1 105.32 106.10

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

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