SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 132.75 131.69 -1.06 -0.8% 133.78
High 133.18 132.78 -0.40 -0.3% 135.70
Low 131.66 131.36 -0.30 -0.2% 133.11
Close 131.97 131.40 -0.57 -0.4% 134.40
Range 1.52 1.42 -0.10 -6.6% 2.59
ATR 1.69 1.67 -0.02 -1.1% 0.00
Volume 195,664,422 210,764,453 15,100,031 7.7% 671,687,249
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 136.11 135.17 132.18
R3 134.69 133.75 131.79
R2 133.27 133.27 131.66
R1 132.33 132.33 131.53 132.09
PP 131.85 131.85 131.85 131.73
S1 130.91 130.91 131.27 130.67
S2 130.43 130.43 131.14
S3 129.01 129.49 131.01
S4 127.59 128.07 130.62
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
5 135.70 131.36 4.34 3.3% 1.35 1.0% 1% False True 182,409,084
10 135.70 128.27 7.43 5.7% 1.39 1.1% 42% False False 190,648,596
20 135.70 126.19 9.51 7.2% 1.55 1.2% 55% False False 200,891,496
40 135.70 126.19 9.51 7.2% 1.49 1.1% 55% False False 185,591,544
60 137.18 126.19 10.99 8.4% 1.42 1.1% 47% False False 173,932,188
80 137.18 126.19 10.99 8.4% 1.34 1.0% 47% False False 166,718,478
100 137.18 125.28 11.90 9.1% 1.42 1.1% 51% False False 178,747,988
120 137.18 125.28 11.90 9.1% 1.37 1.0% 51% False False 173,043,289
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 3 trading days
Fibonacci Retracements and Extensions
4.250 138.82
2.618 136.50
1.618 135.08
1.000 134.20
0.618 133.66
HIGH 132.78
0.618 132.24
0.500 132.07
0.382 131.90
LOW 131.36
0.618 130.48
1.000 129.94
1.618 129.06
2.618 127.64
4.250 125.33
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 132.07 133.36
PP 131.85 132.71
S1 131.62 132.05

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

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