SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 133.30 133.74 0.44 0.3% 131.07
High 134.49 133.96 -0.53 -0.4% 134.82
Low 133.16 133.03 -0.13 -0.1% 129.63
Close 133.83 133.33 -0.50 -0.4% 134.58
Range 1.33 0.93 -0.40 -30.1% 5.19
ATR 1.63 1.58 -0.05 -3.1% 0.00
Volume 136,473,984 131,243,156 -5,230,828 -3.8% 794,322,118
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 136.23 135.71 133.84
R3 135.30 134.78 133.59
R2 134.37 134.37 133.50
R1 133.85 133.85 133.42 133.65
PP 133.44 133.44 133.44 133.34
S1 132.92 132.92 133.24 132.72
S2 132.51 132.51 133.16
S3 131.58 131.99 133.07
S4 130.65 131.06 132.82
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
5 134.82 132.42 2.40 1.8% 1.22 0.9% 38% False False 155,766,084
10 134.82 129.63 5.19 3.9% 1.42 1.1% 71% False False 170,689,528
20 135.70 128.27 7.43 5.6% 1.41 1.1% 68% False False 180,669,062
40 135.70 126.19 9.51 7.1% 1.50 1.1% 75% False False 190,556,319
60 137.18 126.19 10.99 8.2% 1.50 1.1% 65% False False 179,188,325
80 137.18 126.19 10.99 8.2% 1.38 1.0% 65% False False 169,534,646
100 137.18 125.28 11.90 8.9% 1.41 1.1% 68% False False 177,055,828
120 137.18 125.28 11.90 8.9% 1.39 1.0% 68% False False 173,922,190
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.91
2.618 136.39
1.618 135.46
1.000 134.89
0.618 134.53
HIGH 133.96
0.618 133.60
0.500 133.50
0.382 133.39
LOW 133.03
0.618 132.46
1.000 132.10
1.618 131.53
2.618 130.60
4.250 129.08
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 133.50 133.88
PP 133.44 133.69
S1 133.39 133.51

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

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