SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 104.92 106.73 1.81 1.7% 108.04
High 105.98 108.61 2.63 2.5% 108.57
Low 104.49 106.66 2.17 2.1% 104.29
Close 105.31 108.46 3.15 3.0% 106.86
Range 1.49 1.95 0.46 30.9% 4.28
ATR 1.80 1.91 0.11 6.0% 0.00
Volume 273,647,260 267,564,460 -6,082,800 -2.2% 1,212,631,841
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 113.76 113.06 109.53
R3 111.81 111.11 109.00
R2 109.86 109.86 108.82
R1 109.16 109.16 108.64 109.51
PP 107.91 107.91 107.91 108.09
S1 107.21 107.21 108.28 107.56
S2 105.96 105.96 108.10
S3 104.01 105.26 107.92
S4 102.06 103.31 107.39
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
5 108.61 104.31 4.30 4.0% 1.88 1.7% 97% True False 240,988,014
10 109.49 104.29 5.20 4.8% 1.76 1.6% 80% False False 239,608,254
20 113.18 104.29 8.89 8.2% 1.54 1.4% 47% False False 215,621,484
40 113.18 104.29 8.89 8.2% 1.56 1.4% 47% False False 209,937,763
60 113.20 101.13 12.07 11.1% 1.69 1.6% 61% False False 224,298,944
80 117.68 101.13 16.55 15.3% 1.88 1.7% 44% False False 250,884,162
100 122.12 101.13 20.99 19.4% 1.95 1.8% 35% False False 256,547,512
120 122.12 101.13 20.99 19.4% 1.81 1.7% 35% False False 241,377,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.90
2.618 113.72
1.618 111.77
1.000 110.56
0.618 109.82
HIGH 108.61
0.618 107.87
0.500 107.64
0.382 107.40
LOW 106.66
0.618 105.45
1.000 104.71
1.618 103.50
2.618 101.55
4.250 98.37
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 108.19 107.82
PP 107.91 107.19
S1 107.64 106.55

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

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