SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 127.81 125.66 -2.15 -1.7% 133.30
High 128.50 126.31 -2.19 -1.7% 134.49
Low 125.49 123.53 -1.96 -1.6% 127.97
Close 125.49 126.17 0.68 0.5% 129.33
Range 3.01 2.78 -0.23 -7.6% 6.52
ATR 1.97 2.03 0.06 2.9% 0.00
Volume 346,485,938 370,710,969 24,225,031 7.0% 1,030,330,250
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.68 132.70 127.70
R3 130.90 129.92 126.93
R2 128.12 128.12 126.68
R1 127.14 127.14 126.42 127.63
PP 125.34 125.34 125.34 125.58
S1 124.36 124.36 125.92 124.85
S2 122.56 122.56 125.66
S3 119.78 121.58 125.41
S4 117.00 118.80 124.64
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
5 131.77 123.53 8.24 6.5% 2.71 2.1% 32% False True 311,288,234
10 134.82 123.53 11.29 8.9% 2.11 1.7% 23% False True 244,768,856
20 135.70 123.53 12.17 9.6% 1.79 1.4% 22% False True 214,046,424
40 135.70 123.53 12.17 9.6% 1.66 1.3% 22% False True 207,744,132
60 136.11 123.53 12.58 10.0% 1.61 1.3% 21% False True 192,738,723
80 137.18 123.53 13.65 10.8% 1.50 1.2% 19% False True 181,921,097
100 137.18 123.53 13.65 10.8% 1.46 1.2% 19% False True 181,624,112
120 137.18 123.53 13.65 10.8% 1.47 1.2% 19% False True 182,296,590
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.13
2.618 133.59
1.618 130.81
1.000 129.09
0.618 128.03
HIGH 126.31
0.618 125.25
0.500 124.92
0.382 124.59
LOW 123.53
0.618 121.81
1.000 120.75
1.618 119.03
2.618 116.25
4.250 111.72
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 125.75 127.25
PP 125.34 126.89
S1 124.92 126.53

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

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