SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 131.69 132.09 0.40 0.3% 133.78
High 132.78 133.22 0.44 0.3% 135.70
Low 131.36 131.52 0.16 0.1% 133.11
Close 131.40 131.84 0.44 0.3% 134.40
Range 1.42 1.70 0.28 19.7% 2.59
ATR 1.67 1.68 0.01 0.6% 0.00
Volume 210,764,453 199,120,453 -11,644,000 -5.5% 671,687,249
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.29 136.27 132.78
R3 135.59 134.57 132.31
R2 133.89 133.89 132.15
R1 132.87 132.87 132.00 132.53
PP 132.19 132.19 132.19 132.03
S1 131.17 131.17 131.68 130.83
S2 130.49 130.49 131.53
S3 128.79 129.47 131.37
S4 127.09 127.77 130.91
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% 1.49 1.1% 11% False False 193,587,828
10 135.70 129.63 6.07 4.6% 1.42 1.1% 36% False False 194,717,618
20 135.70 126.19 9.51 7.2% 1.59 1.2% 59% False False 202,827,034
40 135.70 126.19 9.51 7.2% 1.50 1.1% 59% False False 187,028,969
60 137.18 126.19 10.99 8.3% 1.43 1.1% 51% False False 174,417,442
80 137.18 126.19 10.99 8.3% 1.34 1.0% 51% False False 166,336,486
100 137.18 125.28 11.90 9.0% 1.43 1.1% 55% False False 179,641,575
120 137.18 125.28 11.90 9.0% 1.37 1.0% 55% False False 173,240,034
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 140.45
2.618 137.67
1.618 135.97
1.000 134.92
0.618 134.27
HIGH 133.22
0.618 132.57
0.500 132.37
0.382 132.17
LOW 131.52
0.618 130.47
1.000 129.82
1.618 128.77
2.618 127.07
4.250 124.30
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 132.37 132.29
PP 132.19 132.14
S1 132.02 131.99

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

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