SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 134.52 133.30 -1.22 -0.9% 131.07
High 134.72 134.49 -0.23 -0.2% 134.82
Low 133.76 133.16 -0.60 -0.4% 129.63
Close 134.58 133.83 -0.75 -0.6% 134.58
Range 0.96 1.33 0.37 38.5% 5.19
ATR 1.65 1.63 -0.02 -1.0% 0.00
Volume 125,904,938 136,473,984 10,569,046 8.4% 794,322,118
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.82 137.15 134.56
R3 136.49 135.82 134.20
R2 135.16 135.16 134.07
R1 134.49 134.49 133.95 134.83
PP 133.83 133.83 133.83 133.99
S1 133.16 133.16 133.71 133.50
S2 132.50 132.50 133.59
S3 131.17 131.83 133.46
S4 129.84 130.50 133.10
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 148.58 146.77 137.43
R3 143.39 141.58 136.01
R2 138.20 138.20 135.53
R1 136.39 136.39 135.06 137.30
PP 133.01 133.01 133.01 133.46
S1 131.20 131.20 134.10 132.11
S2 127.82 127.82 133.63
S3 122.63 126.01 133.15
S4 117.44 120.82 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.82 131.31 3.51 2.6% 1.35 1.0% 72% False False 162,810,875
10 134.82 129.63 5.19 3.9% 1.47 1.1% 81% False False 178,641,658
20 135.70 126.64 9.06 6.8% 1.45 1.1% 79% False False 182,447,655
40 135.70 126.19 9.51 7.1% 1.50 1.1% 80% False False 190,296,567
60 137.18 126.19 10.99 8.2% 1.50 1.1% 70% False False 178,914,626
80 137.18 126.19 10.99 8.2% 1.38 1.0% 70% False False 169,551,082
100 137.18 125.28 11.90 8.9% 1.41 1.1% 72% False False 177,502,417
120 137.18 125.28 11.90 8.9% 1.38 1.0% 72% False False 173,808,874
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.14
2.618 137.97
1.618 136.64
1.000 135.82
0.618 135.31
HIGH 134.49
0.618 133.98
0.500 133.83
0.382 133.67
LOW 133.16
0.618 132.34
1.000 131.83
1.618 131.01
2.618 129.68
4.250 127.51
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 133.83 133.80
PP 133.83 133.77
S1 133.83 133.75

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

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