SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 132.09 132.17 0.08 0.1% 133.78
High 133.22 132.78 -0.44 -0.3% 135.70
Low 131.52 130.68 -0.84 -0.6% 133.11
Close 131.84 130.93 -0.91 -0.7% 134.40
Range 1.70 2.10 0.40 23.5% 2.59
ATR 1.68 1.71 0.03 1.8% 0.00
Volume 199,120,453 225,676,875 26,556,422 13.3% 671,687,249
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.76 136.45 132.09
R3 135.66 134.35 131.51
R2 133.56 133.56 131.32
R1 132.25 132.25 131.12 131.86
PP 131.46 131.46 131.46 131.27
S1 130.15 130.15 130.74 129.76
S2 129.36 129.36 130.55
S3 127.26 128.05 130.35
S4 125.16 125.95 129.78
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
5 135.36 130.68 4.68 3.6% 1.74 1.3% 5% False True 205,073,162
10 135.70 130.68 5.02 3.8% 1.50 1.1% 5% False True 192,867,590
20 135.70 126.19 9.51 7.3% 1.56 1.2% 50% False False 199,078,159
40 135.70 126.19 9.51 7.3% 1.52 1.2% 50% False False 187,849,944
60 137.18 126.19 10.99 8.4% 1.44 1.1% 43% False False 174,669,865
80 137.18 126.19 10.99 8.4% 1.36 1.0% 43% False False 167,235,141
100 137.18 125.28 11.90 9.1% 1.44 1.1% 47% False False 180,600,135
120 137.18 125.28 11.90 9.1% 1.38 1.1% 47% False False 173,859,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 141.71
2.618 138.28
1.618 136.18
1.000 134.88
0.618 134.08
HIGH 132.78
0.618 131.98
0.500 131.73
0.382 131.48
LOW 130.68
0.618 129.38
1.000 128.58
1.618 127.28
2.618 125.18
4.250 121.76
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 131.73 131.95
PP 131.46 131.61
S1 131.20 131.27

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

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