SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 106.58 104.92 -1.66 -1.6% 108.04
High 106.91 105.98 -0.93 -0.9% 108.57
Low 105.30 104.49 -0.81 -0.8% 104.29
Close 105.31 105.31 0.00 0.0% 106.86
Range 1.61 1.49 -0.12 -7.5% 4.28
ATR 1.82 1.80 -0.02 -1.3% 0.00
Volume 166,903,940 273,647,260 106,743,320 64.0% 1,212,631,841
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 109.73 109.01 106.13
R3 108.24 107.52 105.72
R2 106.75 106.75 105.58
R1 106.03 106.03 105.45 106.39
PP 105.26 105.26 105.26 105.44
S1 104.54 104.54 105.17 104.90
S2 103.77 103.77 105.04
S3 102.28 103.05 104.90
S4 100.79 101.56 104.49
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% 1.90 1.8% 38% False False 241,909,096
10 110.38 104.29 6.09 5.8% 1.71 1.6% 17% False False 231,107,935
20 113.18 104.29 8.89 8.4% 1.49 1.4% 11% False False 210,143,239
40 113.18 103.02 10.16 9.6% 1.59 1.5% 23% False False 209,584,547
60 113.20 101.13 12.07 11.5% 1.70 1.6% 35% False False 225,798,521
80 117.68 101.13 16.55 15.7% 1.88 1.8% 25% False False 252,488,883
100 122.12 101.13 20.99 19.9% 1.94 1.8% 20% False False 254,973,877
120 122.12 101.13 20.99 19.9% 1.80 1.7% 20% False False 240,497,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.31
2.618 109.88
1.618 108.39
1.000 107.47
0.618 106.90
HIGH 105.98
0.618 105.41
0.500 105.24
0.382 105.06
LOW 104.49
0.618 103.57
1.000 103.00
1.618 102.08
2.618 100.59
4.250 98.16
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 105.29 105.64
PP 105.26 105.53
S1 105.24 105.42

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

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