SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 130.84 127.81 -3.03 -2.3% 133.30
High 130.96 128.50 -2.46 -1.9% 134.49
Low 127.53 125.49 -2.04 -1.6% 127.97
Close 128.78 125.49 -3.29 -2.6% 129.33
Range 3.43 3.01 -0.42 -12.2% 6.52
ATR 1.87 1.97 0.10 5.4% 0.00
Volume 325,404,500 346,485,938 21,081,438 6.5% 1,030,330,250
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.52 133.52 127.15
R3 132.51 130.51 126.32
R2 129.50 129.50 126.04
R1 127.50 127.50 125.77 127.00
PP 126.49 126.49 126.49 126.24
S1 124.49 124.49 125.21 123.99
S2 123.48 123.48 124.94
S3 120.47 121.48 124.66
S4 117.46 118.47 123.83
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
5 132.63 125.49 7.14 5.7% 2.60 2.1% 0% False True 286,900,709
10 134.82 125.49 9.33 7.4% 1.91 1.5% 0% False True 221,333,397
20 135.70 125.49 10.21 8.1% 1.70 1.4% 0% False True 202,672,212
40 135.70 125.49 10.21 8.1% 1.62 1.3% 0% False True 202,516,325
60 136.11 125.49 10.62 8.5% 1.58 1.3% 0% False True 188,459,277
80 137.18 125.49 11.69 9.3% 1.49 1.2% 0% False True 179,134,973
100 137.18 125.28 11.90 9.5% 1.45 1.2% 2% False False 180,171,035
120 137.18 125.28 11.90 9.5% 1.45 1.2% 2% False False 180,561,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.29
2.618 136.38
1.618 133.37
1.000 131.51
0.618 130.36
HIGH 128.50
0.618 127.35
0.500 127.00
0.382 126.64
LOW 125.49
0.618 123.63
1.000 122.48
1.618 120.62
2.618 117.61
4.250 112.70
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 127.00 128.23
PP 126.49 127.31
S1 125.99 126.40

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

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