SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 135.15 133.83 -1.32 -1.0% 133.78
High 135.70 135.36 -0.34 -0.3% 135.70
Low 134.88 133.39 -1.49 -1.1% 133.11
Close 135.36 134.40 -0.96 -0.7% 134.40
Range 0.82 1.97 1.15 140.2% 2.59
ATR 1.58 1.61 0.03 1.8% 0.00
Volume 168,250,203 194,139,609 25,889,406 15.4% 671,687,249
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 140.29 139.32 135.48
R3 138.32 137.35 134.94
R2 136.35 136.35 134.76
R1 135.38 135.38 134.58 135.87
PP 134.38 134.38 134.38 134.63
S1 133.41 133.41 134.22 133.90
S2 132.41 132.41 134.04
S3 130.44 131.44 133.86
S4 128.47 129.47 133.32
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 142.17 140.88 135.82
R3 139.58 138.29 135.11
R2 136.99 136.99 134.87
R1 135.70 135.70 134.64 136.35
PP 134.40 134.40 134.40 134.73
S1 133.11 133.11 134.16 133.76
S2 131.81 131.81 133.93
S3 129.22 130.52 133.69
S4 126.63 127.93 132.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.70 131.78 3.92 2.9% 1.37 1.0% 67% False False 174,811,168
10 135.70 126.62 9.08 6.8% 1.45 1.1% 86% False False 175,340,302
20 135.70 126.19 9.51 7.1% 1.55 1.1% 86% False False 201,598,329
40 135.70 126.19 9.51 7.1% 1.51 1.1% 86% False False 183,624,839
60 137.18 126.19 10.99 8.2% 1.41 1.1% 75% False False 172,542,816
80 137.18 125.28 11.90 8.9% 1.36 1.0% 77% False False 170,637,440
100 137.18 125.28 11.90 8.9% 1.41 1.0% 77% False False 177,178,627
120 137.18 125.28 11.90 8.9% 1.36 1.0% 77% False False 171,871,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.73
2.618 140.52
1.618 138.55
1.000 137.33
0.618 136.58
HIGH 135.36
0.618 134.61
0.500 134.38
0.382 134.14
LOW 133.39
0.618 132.17
1.000 131.42
1.618 130.20
2.618 128.23
4.250 125.02
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 134.39 134.41
PP 134.38 134.40
S1 134.38 134.40

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

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