SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 114.08 115.26 1.18 1.0% 130.84
High 117.64 116.28 -1.36 -1.2% 130.96
Low 110.27 111.95 1.68 1.5% 116.86
Close 117.48 112.29 -5.19 -4.4% 120.08
Range 7.37 4.33 -3.04 -41.2% 14.10
ATR 3.24 3.40 0.16 5.0% 0.00
Volume 709,986,875 660,502,063 -49,484,812 -7.0% 2,040,977,657
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 126.50 123.72 114.67
R3 122.17 119.39 113.48
R2 117.84 117.84 113.08
R1 115.06 115.06 112.69 114.29
PP 113.51 113.51 113.51 113.12
S1 110.73 110.73 111.89 109.96
S2 109.18 109.18 111.50
S3 104.85 106.40 111.10
S4 100.52 102.07 109.91
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
5 124.62 110.27 14.35 12.8% 5.91 5.3% 14% False False 614,225,850
10 131.77 110.27 21.50 19.1% 4.31 3.8% 9% False False 462,757,042
20 134.82 110.27 24.55 21.9% 2.89 2.6% 8% False False 319,205,930
40 135.70 110.27 25.43 22.6% 2.24 2.0% 8% False False 261,016,482
60 135.70 110.27 25.43 22.6% 1.96 1.7% 8% False False 231,087,956
80 137.18 110.27 26.91 24.0% 1.79 1.6% 8% False False 210,614,564
100 137.18 110.27 26.91 24.0% 1.65 1.5% 8% False False 196,910,374
120 137.18 110.27 26.91 24.0% 1.67 1.5% 8% False False 202,902,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134.68
2.618 127.62
1.618 123.29
1.000 120.61
0.618 118.96
HIGH 116.28
0.618 114.63
0.500 114.12
0.382 113.60
LOW 111.95
0.618 109.27
1.000 107.62
1.618 104.94
2.618 100.61
4.250 93.55
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 114.12 115.20
PP 113.51 114.23
S1 112.90 113.26

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

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