SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 131.07 131.34 0.27 0.2% 132.75
High 131.28 132.89 1.61 1.2% 133.22
Low 129.63 131.31 1.68 1.3% 130.68
Close 130.61 132.73 2.12 1.6% 131.69
Range 1.65 1.58 -0.07 -4.2% 2.54
ATR 1.70 1.74 0.04 2.5% 0.00
Volume 116,741,727 166,467,109 49,725,382 42.6% 1,051,284,906
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.05 136.47 133.60
R3 135.47 134.89 133.16
R2 133.89 133.89 133.02
R1 133.31 133.31 132.87 133.60
PP 132.31 132.31 132.31 132.46
S1 131.73 131.73 132.59 132.02
S2 130.73 130.73 132.44
S3 129.15 130.15 132.30
S4 127.57 128.57 131.86
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
5 133.22 129.63 3.59 2.7% 1.63 1.2% 86% False False 185,612,973
10 135.70 129.63 6.07 4.6% 1.49 1.1% 51% False False 184,011,028
20 135.70 126.19 9.51 7.2% 1.56 1.2% 69% False False 189,138,422
40 135.70 126.19 9.51 7.2% 1.53 1.1% 69% False False 189,697,135
60 137.18 126.19 10.99 8.3% 1.48 1.1% 60% False False 176,123,263
80 137.18 126.19 10.99 8.3% 1.37 1.0% 60% False False 168,074,178
100 137.18 125.28 11.90 9.0% 1.42 1.1% 63% False False 178,433,196
120 137.18 125.28 11.90 9.0% 1.39 1.0% 63% False False 174,535,152
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.61
2.618 137.03
1.618 135.45
1.000 134.47
0.618 133.87
HIGH 132.89
0.618 132.29
0.500 132.10
0.382 131.91
LOW 131.31
0.618 130.33
1.000 129.73
1.618 128.75
2.618 127.17
4.250 124.60
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 132.52 132.24
PP 132.31 131.75
S1 132.10 131.26

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

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