SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 106.44 105.89 -0.55 -0.5% 108.04
High 106.58 106.97 0.39 0.4% 108.57
Low 104.88 104.31 -0.57 -0.5% 104.29
Close 105.23 106.86 1.63 1.5% 106.86
Range 1.70 2.66 0.96 56.5% 4.28
ATR 1.78 1.84 0.06 3.6% 0.00
Volume 224,223,603 272,600,810 48,377,207 21.6% 1,212,631,841
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 114.03 113.10 108.32
R3 111.37 110.44 107.59
R2 108.71 108.71 107.35
R1 107.78 107.78 107.10 108.25
PP 106.05 106.05 106.05 106.28
S1 105.12 105.12 106.62 105.59
S2 103.39 103.39 106.37
S3 100.73 102.46 106.13
S4 98.07 99.80 105.40
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 119.41 117.42 109.21
R3 115.13 113.14 108.04
R2 110.85 110.85 107.64
R1 108.86 108.86 107.25 107.72
PP 106.57 106.57 106.57 106.00
S1 104.58 104.58 106.47 103.44
S2 102.29 102.29 106.08
S3 98.01 100.30 105.68
S4 93.73 96.02 104.51
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 4.0% 1.87 1.7% 60% False False 242,526,368
10 110.39 104.29 6.10 5.7% 1.70 1.6% 42% False False 219,021,232
20 113.18 104.29 8.89 8.3% 1.45 1.4% 29% False False 204,845,384
40 113.18 101.62 11.56 10.8% 1.62 1.5% 45% False False 210,797,938
60 113.20 101.13 12.07 11.3% 1.73 1.6% 47% False False 229,453,774
80 117.68 101.13 16.55 15.5% 2.05 1.9% 35% False False 262,893,879
100 122.12 101.13 20.99 19.6% 1.93 1.8% 27% False False 253,480,364
120 122.12 101.13 20.99 19.6% 1.79 1.7% 27% False False 239,711,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 118.28
2.618 113.93
1.618 111.27
1.000 109.63
0.618 108.61
HIGH 106.97
0.618 105.95
0.500 105.64
0.382 105.33
LOW 104.31
0.618 102.67
1.000 101.65
1.618 100.01
2.618 97.35
4.250 93.01
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 106.45 106.45
PP 106.05 106.04
S1 105.64 105.63

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

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