SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 128.91 130.84 1.93 1.5% 133.30
High 130.55 130.96 0.41 0.3% 134.49
Low 127.97 127.53 -0.44 -0.3% 127.97
Close 129.33 128.78 -0.55 -0.4% 129.33
Range 2.58 3.43 0.85 32.9% 6.52
ATR 1.75 1.87 0.12 6.9% 0.00
Volume 306,984,844 325,404,500 18,419,656 6.0% 1,030,330,250
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.38 137.51 130.67
R3 135.95 134.08 129.72
R2 132.52 132.52 129.41
R1 130.65 130.65 129.09 129.87
PP 129.09 129.09 129.09 128.70
S1 127.22 127.22 128.47 126.44
S2 125.66 125.66 128.15
S3 122.23 123.79 127.84
S4 118.80 120.36 126.89
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
5 133.96 127.53 6.43 5.0% 2.18 1.7% 19% False True 243,852,153
10 134.82 127.53 7.29 5.7% 1.77 1.4% 17% False True 203,331,514
20 135.70 127.53 8.17 6.3% 1.58 1.2% 15% False True 193,651,451
40 135.70 126.19 9.51 7.4% 1.58 1.2% 27% False False 198,350,951
60 136.11 126.19 9.92 7.7% 1.57 1.2% 26% False False 186,339,595
80 137.18 126.19 10.99 8.5% 1.46 1.1% 24% False False 176,939,612
100 137.18 125.28 11.90 9.2% 1.43 1.1% 29% False False 179,718,517
120 137.18 125.28 11.90 9.2% 1.44 1.1% 29% False False 178,893,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 299 trading days
Fibonacci Retracements and Extensions
4.250 145.54
2.618 139.94
1.618 136.51
1.000 134.39
0.618 133.08
HIGH 130.96
0.618 129.65
0.500 129.25
0.382 128.84
LOW 127.53
0.618 125.41
1.000 124.10
1.618 121.98
2.618 118.55
4.250 112.95
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 129.25 129.65
PP 129.09 129.36
S1 128.94 129.07

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

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