SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 132.17 131.66 -0.51 -0.4% 132.75
High 132.78 131.87 -0.91 -0.7% 133.22
Low 130.68 130.77 0.09 0.1% 130.68
Close 130.93 131.69 0.76 0.6% 131.69
Range 2.10 1.10 -1.00 -47.6% 2.54
ATR 1.71 1.67 -0.04 -2.6% 0.00
Volume 225,676,875 220,058,703 -5,618,172 -2.5% 1,051,284,906
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 134.74 134.32 132.30
R3 133.64 133.22 131.99
R2 132.54 132.54 131.89
R1 132.12 132.12 131.79 132.33
PP 131.44 131.44 131.44 131.55
S1 131.02 131.02 131.59 131.23
S2 130.34 130.34 131.49
S3 129.24 129.92 131.39
S4 128.14 128.82 131.09
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 139.48 138.13 133.09
R3 136.94 135.59 132.39
R2 134.40 134.40 132.16
R1 133.05 133.05 131.92 132.46
PP 131.86 131.86 131.86 131.57
S1 130.51 130.51 131.46 129.92
S2 129.32 129.32 131.22
S3 126.78 127.97 130.99
S4 124.24 125.43 130.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.22 130.68 2.54 1.9% 1.57 1.2% 40% False False 210,256,981
10 135.70 130.68 5.02 3.8% 1.47 1.1% 20% False False 192,534,074
20 135.70 126.19 9.51 7.2% 1.53 1.2% 58% False False 194,688,585
40 135.70 126.19 9.51 7.2% 1.51 1.1% 58% False False 190,010,428
60 137.18 126.19 10.99 8.3% 1.45 1.1% 50% False False 176,267,882
80 137.18 126.19 10.99 8.3% 1.37 1.0% 50% False False 168,366,260
100 137.18 125.28 11.90 9.0% 1.43 1.1% 54% False False 180,472,632
120 137.18 125.28 11.90 9.0% 1.38 1.0% 54% False False 174,746,018
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136.55
2.618 134.75
1.618 133.65
1.000 132.97
0.618 132.55
HIGH 131.87
0.618 131.45
0.500 131.32
0.382 131.19
LOW 130.77
0.618 130.09
1.000 129.67
1.618 128.99
2.618 127.89
4.250 126.10
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 131.57 131.95
PP 131.44 131.86
S1 131.32 131.78

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

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