SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 133.83 132.75 -1.08 -0.8% 133.78
High 135.36 133.18 -2.18 -1.6% 135.70
Low 133.39 131.66 -1.73 -1.3% 133.11
Close 134.40 131.97 -2.43 -1.8% 134.40
Range 1.97 1.52 -0.45 -22.8% 2.59
ATR 1.61 1.69 0.08 5.0% 0.00
Volume 194,139,609 195,664,422 1,524,813 0.8% 671,687,249
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 136.83 135.92 132.81
R3 135.31 134.40 132.39
R2 133.79 133.79 132.25
R1 132.88 132.88 132.11 132.58
PP 132.27 132.27 132.27 132.12
S1 131.36 131.36 131.83 131.06
S2 130.75 130.75 131.69
S3 129.23 129.84 131.55
S4 127.71 128.32 131.13
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
5 135.70 131.66 4.04 3.1% 1.21 0.9% 8% False True 173,470,334
10 135.70 126.64 9.06 6.9% 1.43 1.1% 59% False False 186,253,651
20 135.70 126.19 9.51 7.2% 1.54 1.2% 61% False False 199,451,974
40 135.70 126.19 9.51 7.2% 1.50 1.1% 61% False False 184,255,047
60 137.18 126.19 10.99 8.3% 1.42 1.1% 53% False False 173,104,842
80 137.18 126.19 10.99 8.3% 1.34 1.0% 53% False False 167,258,462
100 137.18 125.28 11.90 9.0% 1.41 1.1% 56% False False 177,940,730
120 137.18 125.28 11.90 9.0% 1.37 1.0% 56% False False 172,550,377
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.64
2.618 137.16
1.618 135.64
1.000 134.70
0.618 134.12
HIGH 133.18
0.618 132.60
0.500 132.42
0.382 132.24
LOW 131.66
0.618 130.72
1.000 130.14
1.618 129.20
2.618 127.68
4.250 125.20
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 132.42 133.68
PP 132.27 133.11
S1 132.12 132.54

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

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