SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 133.74 132.59 -1.15 -0.9% 131.07
High 133.96 132.63 -1.33 -1.0% 134.82
Low 133.03 130.43 -2.60 -2.0% 129.63
Close 133.33 130.60 -2.73 -2.0% 134.58
Range 0.93 2.20 1.27 136.6% 5.19
ATR 1.58 1.68 0.09 6.0% 0.00
Volume 131,243,156 248,773,344 117,530,188 89.6% 794,322,118
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.82 136.41 131.81
R3 135.62 134.21 131.21
R2 133.42 133.42 131.00
R1 132.01 132.01 130.80 131.62
PP 131.22 131.22 131.22 131.02
S1 129.81 129.81 130.40 129.42
S2 129.02 129.02 130.20
S3 126.82 127.61 130.00
S4 124.62 125.41 129.39
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
5 134.82 130.43 4.39 3.4% 1.51 1.2% 4% False True 178,249,478
10 134.82 129.63 5.19 4.0% 1.47 1.1% 19% False False 175,654,818
20 135.70 129.63 6.07 4.6% 1.45 1.1% 16% False False 185,186,218
40 135.70 126.19 9.51 7.3% 1.53 1.2% 46% False False 192,661,508
60 136.19 126.19 10.00 7.7% 1.52 1.2% 44% False False 181,234,809
80 137.18 126.19 10.99 8.4% 1.40 1.1% 40% False False 170,720,505
100 137.18 125.28 11.90 9.1% 1.41 1.1% 45% False False 176,773,670
120 137.18 125.28 11.90 9.1% 1.39 1.1% 45% False False 174,780,934
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 0.25
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 141.98
2.618 138.39
1.618 136.19
1.000 134.83
0.618 133.99
HIGH 132.63
0.618 131.79
0.500 131.53
0.382 131.27
LOW 130.43
0.618 129.07
1.000 128.23
1.618 126.87
2.618 124.67
4.250 121.08
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 131.53 132.46
PP 131.22 131.84
S1 130.91 131.22

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

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