SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 105.89 106.58 0.69 0.7% 108.04
High 106.97 106.91 -0.06 -0.1% 108.57
Low 104.31 105.30 0.99 0.9% 104.29
Close 106.86 105.31 -1.55 -1.4% 106.86
Range 2.66 1.61 -1.05 -39.5% 4.28
ATR 1.84 1.82 -0.02 -0.9% 0.00
Volume 272,600,810 166,903,940 -105,696,870 -38.8% 1,212,631,841
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 110.67 109.60 106.20
R3 109.06 107.99 105.75
R2 107.45 107.45 105.61
R1 106.38 106.38 105.46 106.11
PP 105.84 105.84 105.84 105.71
S1 104.77 104.77 105.16 104.50
S2 104.23 104.23 105.02
S3 102.62 103.16 104.87
S4 101.01 101.55 104.43
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
5 106.97 104.29 2.68 2.5% 1.89 1.8% 38% False False 243,286,486
10 110.39 104.29 6.10 5.8% 1.72 1.6% 17% False False 220,955,485
20 113.18 104.29 8.89 8.4% 1.46 1.4% 11% False False 203,787,375
40 113.18 101.88 11.30 10.7% 1.62 1.5% 30% False False 209,138,245
60 113.20 101.13 12.07 11.5% 1.71 1.6% 35% False False 225,642,776
80 117.68 101.13 16.55 15.7% 1.92 1.8% 25% False False 257,028,397
100 122.12 101.13 20.99 19.9% 1.93 1.8% 20% False False 253,564,443
120 122.12 101.13 20.99 19.9% 1.79 1.7% 20% False False 239,553,985
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.75
2.618 111.12
1.618 109.51
1.000 108.52
0.618 107.90
HIGH 106.91
0.618 106.29
0.500 106.11
0.382 105.92
LOW 105.30
0.618 104.31
1.000 103.69
1.618 102.70
2.618 101.09
4.250 98.46
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 106.11 105.64
PP 105.84 105.53
S1 105.58 105.42

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

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