SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 125.66 124.42 -1.24 -1.0% 133.30
High 126.31 124.62 -1.69 -1.3% 134.49
Low 123.53 120.06 -3.47 -2.8% 127.97
Close 126.17 120.26 -5.91 -4.7% 129.33
Range 2.78 4.56 1.78 64.0% 6.52
ATR 2.03 2.32 0.29 14.4% 0.00
Volume 370,710,969 520,411,500 149,700,531 40.4% 1,030,330,250
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.33 132.35 122.77
R3 130.77 127.79 121.51
R2 126.21 126.21 121.10
R1 123.23 123.23 120.68 122.44
PP 121.65 121.65 121.65 121.25
S1 118.67 118.67 119.84 117.88
S2 117.09 117.09 119.42
S3 112.53 114.11 119.01
S4 107.97 109.55 117.75
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
5 130.96 120.06 10.90 9.1% 3.27 2.7% 2% False True 373,999,550
10 134.72 120.06 14.66 12.2% 2.35 2.0% 1% False True 271,924,809
20 135.36 120.06 15.30 12.7% 1.97 1.6% 1% False True 231,654,489
40 135.70 120.06 15.64 13.0% 1.75 1.5% 1% False True 215,794,540
60 135.70 120.06 15.64 13.0% 1.67 1.4% 1% False True 199,522,430
80 137.18 120.06 17.12 14.2% 1.54 1.3% 1% False True 186,909,337
100 137.18 120.06 17.12 14.2% 1.49 1.2% 1% False True 184,478,871
120 137.18 120.06 17.12 14.2% 1.49 1.2% 1% False True 185,486,143
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 0.38
Widest range in 315 trading days
Fibonacci Retracements and Extensions
4.250 144.00
2.618 136.56
1.618 132.00
1.000 129.18
0.618 127.44
HIGH 124.62
0.618 122.88
0.500 122.34
0.382 121.80
LOW 120.06
0.618 117.24
1.000 115.50
1.618 112.68
2.618 108.12
4.250 100.68
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 122.34 124.28
PP 121.65 122.94
S1 120.95 121.60

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

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