SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 116.91 114.08 -2.83 -2.4% 130.84
High 120.12 117.64 -2.48 -2.1% 130.96
Low 112.02 110.27 -1.75 -1.6% 116.86
Close 112.26 117.48 5.22 4.6% 120.08
Range 8.10 7.37 -0.73 -9.0% 14.10
ATR 2.92 3.24 0.32 10.9% 0.00
Volume 702,264,063 709,986,875 7,722,812 1.1% 2,040,977,657
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.24 134.73 121.53
R3 129.87 127.36 119.51
R2 122.50 122.50 118.83
R1 119.99 119.99 118.16 121.25
PP 115.13 115.13 115.13 115.76
S1 112.62 112.62 116.80 113.88
S2 107.76 107.76 116.13
S3 100.39 105.25 115.45
S4 93.02 97.88 113.43
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
5 126.31 110.27 16.04 13.7% 5.60 4.8% 45% False True 556,267,631
10 132.63 110.27 22.36 19.0% 4.10 3.5% 32% False True 421,584,170
20 134.82 110.27 24.55 20.9% 2.76 2.4% 29% False True 296,136,849
40 135.70 110.27 25.43 21.6% 2.16 1.8% 28% False True 248,514,173
60 135.70 110.27 25.43 21.6% 1.92 1.6% 28% False True 222,439,979
80 137.18 110.27 26.91 22.9% 1.75 1.5% 27% False True 204,483,354
100 137.18 110.27 26.91 22.9% 1.62 1.4% 27% False True 192,602,152
120 137.18 110.27 26.91 22.9% 1.64 1.4% 27% False True 198,312,798
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 1.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 148.96
2.618 136.93
1.618 129.56
1.000 125.01
0.618 122.19
HIGH 117.64
0.618 114.82
0.500 113.96
0.382 113.09
LOW 110.27
0.618 105.72
1.000 102.90
1.618 98.35
2.618 90.98
4.250 78.95
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 116.31 117.04
PP 115.13 116.61
S1 113.96 116.17

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

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