SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 121.76 116.91 -4.85 -4.0% 130.84
High 122.07 120.12 -1.95 -1.6% 130.96
Low 116.86 112.02 -4.84 -4.1% 116.86
Close 120.08 112.26 -7.82 -6.5% 120.08
Range 5.21 8.10 2.89 55.5% 14.10
ATR 2.52 2.92 0.40 15.8% 0.00
Volume 477,964,750 702,264,063 224,299,313 46.9% 2,040,977,657
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 139.10 133.78 116.72
R3 131.00 125.68 114.49
R2 122.90 122.90 113.75
R1 117.58 117.58 113.00 116.19
PP 114.80 114.80 114.80 114.11
S1 109.48 109.48 111.52 108.09
S2 106.70 106.70 110.78
S3 98.60 101.38 110.03
S4 90.50 93.28 107.81
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
5 128.50 112.02 16.48 14.7% 4.73 4.2% 1% False True 483,567,444
10 133.96 112.02 21.94 19.5% 3.46 3.1% 1% False True 363,709,798
20 134.82 112.02 22.80 20.3% 2.46 2.2% 1% False True 271,175,728
40 135.70 112.02 23.68 21.1% 2.00 1.8% 1% False True 235,313,851
60 135.70 112.02 23.68 21.1% 1.82 1.6% 1% False True 213,228,608
80 137.18 112.02 25.16 22.4% 1.68 1.5% 1% False True 197,622,564
100 137.18 112.02 25.16 22.4% 1.56 1.4% 1% False True 188,041,915
120 137.18 112.02 25.16 22.4% 1.59 1.4% 1% False True 193,479,897
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 0.70
Widest range in 317 trading days
Fibonacci Retracements and Extensions
4.250 154.55
2.618 141.33
1.618 133.23
1.000 128.22
0.618 125.13
HIGH 120.12
0.618 117.03
0.500 116.07
0.382 115.11
LOW 112.02
0.618 107.01
1.000 103.92
1.618 98.91
2.618 90.81
4.250 77.60
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 116.07 118.32
PP 114.80 116.30
S1 113.53 114.28

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

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