SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 124.42 121.76 -2.66 -2.1% 130.84
High 124.62 122.07 -2.55 -2.0% 130.96
Low 120.06 116.86 -3.20 -2.7% 116.86
Close 120.26 120.08 -0.18 -0.1% 120.08
Range 4.56 5.21 0.65 14.3% 14.10
ATR 2.32 2.52 0.21 8.9% 0.00
Volume 520,411,500 477,964,750 -42,446,750 -8.2% 2,040,977,657
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.30 132.90 122.95
R3 130.09 127.69 121.51
R2 124.88 124.88 121.04
R1 122.48 122.48 120.56 121.08
PP 119.67 119.67 119.67 118.97
S1 117.27 117.27 119.60 115.87
S2 114.46 114.46 119.12
S3 109.25 112.06 118.65
S4 104.04 106.85 117.21
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 164.93 156.61 127.84
R3 150.83 142.51 123.96
R2 136.73 136.73 122.67
R1 128.41 128.41 121.37 125.52
PP 122.63 122.63 122.63 121.19
S1 114.31 114.31 118.79 111.42
S2 108.53 108.53 117.50
S3 94.43 100.21 116.20
S4 80.33 86.11 112.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.96 116.86 14.10 11.7% 3.80 3.2% 23% False True 408,195,531
10 134.49 116.86 17.63 14.7% 2.78 2.3% 18% False True 307,130,790
20 134.82 116.86 17.96 15.0% 2.14 1.8% 18% False True 245,845,746
40 135.70 116.86 18.84 15.7% 1.84 1.5% 17% False True 223,722,037
60 135.70 116.86 18.84 15.7% 1.72 1.4% 17% False True 204,365,142
80 137.18 116.86 20.32 16.9% 1.59 1.3% 16% False True 190,868,549
100 137.18 116.86 20.32 16.9% 1.52 1.3% 16% False True 185,679,101
120 137.18 116.86 20.32 16.9% 1.53 1.3% 16% False True 188,623,147
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 0.39
Widest range in 316 trading days
Fibonacci Retracements and Extensions
4.250 144.21
2.618 135.71
1.618 130.50
1.000 127.28
0.618 125.29
HIGH 122.07
0.618 120.08
0.500 119.47
0.382 118.85
LOW 116.86
0.618 113.64
1.000 111.65
1.618 108.43
2.618 103.22
4.250 94.72
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 119.88 121.59
PP 119.67 121.08
S1 119.47 120.58

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

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