SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 104.95 106.44 1.49 1.4% 107.57
High 106.34 106.58 0.24 0.2% 110.39
Low 104.29 104.88 0.59 0.6% 106.75
Close 105.94 105.23 -0.71 -0.7% 107.53
Range 2.05 1.70 -0.35 -17.1% 3.64
ATR 1.78 1.78 -0.01 -0.3% 0.00
Volume 272,169,870 224,223,603 -47,946,267 -17.6% 977,580,481
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 110.66 109.65 106.17
R3 108.96 107.95 105.70
R2 107.26 107.26 105.54
R1 106.25 106.25 105.39 105.91
PP 105.56 105.56 105.56 105.39
S1 104.55 104.55 105.07 104.21
S2 103.86 103.86 104.92
S3 102.16 102.85 104.76
S4 100.46 101.15 104.30
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
5 108.57 104.29 4.28 4.1% 1.57 1.5% 22% False False 229,918,656
10 110.39 104.29 6.10 5.8% 1.51 1.4% 15% False False 207,599,631
20 113.18 104.29 8.89 8.4% 1.41 1.3% 11% False False 202,209,675
40 113.18 101.13 12.05 11.5% 1.62 1.5% 34% False False 213,549,239
60 113.20 101.13 12.07 11.5% 1.71 1.6% 34% False False 228,684,950
80 117.80 101.13 16.67 15.8% 2.03 1.9% 25% False False 263,595,700
100 122.12 101.13 20.99 19.9% 1.91 1.8% 20% False False 252,598,754
120 122.12 101.13 20.99 19.9% 1.77 1.7% 20% False False 238,727,140
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 True
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.81
2.618 111.03
1.618 109.33
1.000 108.28
0.618 107.63
HIGH 106.58
0.618 105.93
0.500 105.73
0.382 105.53
LOW 104.88
0.618 103.83
1.000 103.18
1.618 102.13
2.618 100.43
4.250 97.66
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 105.73 105.44
PP 105.56 105.37
S1 105.40 105.30

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

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