SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 115.26 113.26 -2.00 -1.7% 130.84
High 116.28 118.92 2.64 2.3% 130.96
Low 111.95 112.32 0.37 0.3% 116.86
Close 112.29 117.33 5.04 4.5% 120.08
Range 4.33 6.60 2.27 52.4% 14.10
ATR 3.40 3.63 0.23 6.8% 0.00
Volume 660,502,063 467,999,813 -192,502,250 -29.1% 2,040,977,657
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 135.99 133.26 120.96
R3 129.39 126.66 119.15
R2 122.79 122.79 118.54
R1 120.06 120.06 117.94 121.43
PP 116.19 116.19 116.19 116.87
S1 113.46 113.46 116.73 114.83
S2 109.59 109.59 116.12
S3 102.99 106.86 115.52
S4 96.39 100.26 113.70
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
5 122.07 110.27 11.80 10.1% 6.32 5.4% 60% False False 603,743,512
10 130.96 110.27 20.69 17.6% 4.80 4.1% 34% False False 488,871,531
20 134.82 110.27 24.55 20.9% 3.12 2.7% 29% False False 331,322,077
40 135.70 110.27 25.43 21.7% 2.34 2.0% 28% False False 265,200,118
60 135.70 110.27 25.43 21.7% 2.05 1.7% 28% False False 235,673,988
80 137.18 110.27 26.91 22.9% 1.86 1.6% 26% False False 213,832,918
100 137.18 110.27 26.91 22.9% 1.71 1.5% 26% False False 200,052,528
120 137.18 110.27 26.91 22.9% 1.72 1.5% 26% False False 205,720,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.97
2.618 136.20
1.618 129.60
1.000 125.52
0.618 123.00
HIGH 118.92
0.618 116.40
0.500 115.62
0.382 114.84
LOW 112.32
0.618 108.24
1.000 105.72
1.618 101.64
2.618 95.04
4.250 84.27
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 116.76 116.42
PP 116.19 115.51
S1 115.62 114.60

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

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