SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 108.72 110.54 1.82 1.7% 106.58
High 109.49 110.99 1.50 1.4% 110.99
Low 108.49 109.95 1.46 1.3% 104.49
Close 109.47 110.89 1.42 1.3% 110.89
Range 1.00 1.04 0.04 4.0% 6.50
ATR 1.84 1.82 -0.02 -1.3% 0.00
Volume 155,942,995 212,125,752 56,182,757 36.0% 1,076,184,407
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 113.73 113.35 111.46
R3 112.69 112.31 111.18
R2 111.65 111.65 111.08
R1 111.27 111.27 110.99 111.46
PP 110.61 110.61 110.61 110.71
S1 110.23 110.23 110.79 110.42
S2 109.57 109.57 110.70
S3 108.53 109.19 110.60
S4 107.49 108.15 110.32
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 128.29 126.09 114.47
R3 121.79 119.59 112.68
R2 115.29 115.29 112.08
R1 113.09 113.09 111.49 114.19
PP 108.79 108.79 108.79 109.34
S1 106.59 106.59 110.29 107.69
S2 102.29 102.29 109.70
S3 95.79 100.09 109.10
S4 89.29 93.59 107.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.99 104.49 6.50 5.9% 1.42 1.3% 98% True False 215,236,881
10 110.99 104.29 6.70 6.0% 1.64 1.5% 99% True False 228,881,624
20 113.18 104.29 8.89 8.0% 1.52 1.4% 74% False False 215,025,990
40 113.18 104.29 8.89 8.0% 1.55 1.4% 74% False False 210,249,136
60 113.20 101.13 12.07 10.9% 1.64 1.5% 81% False False 220,675,639
80 117.68 101.13 16.55 14.9% 1.86 1.7% 59% False False 248,614,418
100 122.12 101.13 20.99 18.9% 1.95 1.8% 46% False False 257,374,019
120 122.12 101.13 20.99 18.9% 1.81 1.6% 46% False False 241,819,365
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.41
2.618 113.71
1.618 112.67
1.000 112.03
0.618 111.63
HIGH 110.99
0.618 110.59
0.500 110.47
0.382 110.35
LOW 109.95
0.618 109.31
1.000 108.91
1.618 108.27
2.618 107.23
4.250 105.53
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 110.75 110.20
PP 110.61 109.51
S1 110.47 108.83

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

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