SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 106.73 108.72 1.99 1.9% 108.04
High 108.61 109.49 0.88 0.8% 108.57
Low 106.66 108.49 1.83 1.7% 104.29
Close 108.46 109.47 1.01 0.9% 106.86
Range 1.95 1.00 -0.95 -48.7% 4.28
ATR 1.91 1.84 -0.06 -3.3% 0.00
Volume 267,564,460 155,942,995 -111,621,465 -41.7% 1,212,631,841
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 112.15 111.81 110.02
R3 111.15 110.81 109.75
R2 110.15 110.15 109.65
R1 109.81 109.81 109.56 109.98
PP 109.15 109.15 109.15 109.24
S1 108.81 108.81 109.38 108.98
S2 108.15 108.15 109.29
S3 107.15 107.81 109.20
S4 106.15 106.81 108.92
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
5 109.49 104.31 5.18 4.7% 1.74 1.6% 100% True False 227,331,893
10 109.49 104.29 5.20 4.8% 1.66 1.5% 100% True False 228,625,274
20 113.18 104.29 8.89 8.1% 1.55 1.4% 58% False False 216,400,652
40 113.18 104.29 8.89 8.1% 1.55 1.4% 58% False False 208,569,288
60 113.20 101.13 12.07 11.0% 1.67 1.5% 69% False False 222,435,377
80 117.68 101.13 16.55 15.1% 1.86 1.7% 50% False False 248,905,422
100 122.12 101.13 20.99 19.2% 1.95 1.8% 40% False False 256,857,211
120 122.12 101.13 20.99 19.2% 1.81 1.7% 40% False False 241,456,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 113.74
2.618 112.11
1.618 111.11
1.000 110.49
0.618 110.11
HIGH 109.49
0.618 109.11
0.500 108.99
0.382 108.87
LOW 108.49
0.618 107.87
1.000 107.49
1.618 106.87
2.618 105.87
4.250 104.24
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 109.31 108.64
PP 109.15 107.82
S1 108.99 106.99

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

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