SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 130.60 128.91 -1.69 -1.3% 133.30
High 131.77 130.55 -1.22 -0.9% 134.49
Low 130.01 127.97 -2.04 -1.6% 127.97
Close 130.22 129.33 -0.89 -0.7% 129.33
Range 1.76 2.58 0.82 46.6% 6.52
ATR 1.68 1.75 0.06 3.8% 0.00
Volume 206,854,922 306,984,844 100,129,922 48.4% 1,030,330,250
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.02 135.76 130.75
R3 134.44 133.18 130.04
R2 131.86 131.86 129.80
R1 130.60 130.60 129.57 131.23
PP 129.28 129.28 129.28 129.60
S1 128.02 128.02 129.09 128.65
S2 126.70 126.70 128.86
S3 124.12 125.44 128.62
S4 121.54 122.86 127.91
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 150.16 146.26 132.92
R3 143.64 139.74 131.12
R2 137.12 137.12 130.53
R1 133.22 133.22 129.93 131.91
PP 130.60 130.60 130.60 129.94
S1 126.70 126.70 128.73 125.39
S2 124.08 124.08 128.13
S3 117.56 120.18 127.54
S4 111.04 113.66 125.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.49 127.97 6.52 5.0% 1.76 1.4% 21% False True 206,066,050
10 134.82 127.97 6.85 5.3% 1.59 1.2% 20% False True 182,465,236
20 135.70 127.97 7.73 6.0% 1.53 1.2% 18% False True 187,499,655
40 135.70 126.19 9.51 7.4% 1.53 1.2% 33% False False 196,081,525
60 136.11 126.19 9.92 7.7% 1.55 1.2% 32% False False 184,469,627
80 137.18 126.19 10.99 8.5% 1.43 1.1% 29% False False 174,374,890
100 137.18 125.28 11.90 9.2% 1.41 1.1% 34% False False 178,001,903
120 137.18 125.28 11.90 9.2% 1.41 1.1% 34% False False 177,005,365
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 0.32
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 141.52
2.618 137.30
1.618 134.72
1.000 133.13
0.618 132.14
HIGH 130.55
0.618 129.56
0.500 129.26
0.382 128.96
LOW 127.97
0.618 126.38
1.000 125.39
1.618 123.80
2.618 121.22
4.250 117.01
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 129.31 130.30
PP 129.28 129.98
S1 129.26 129.65

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

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