SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 113.26 118.40 5.14 4.5% 116.91
High 118.92 119.21 0.29 0.2% 120.12
Low 112.32 117.28 4.96 4.4% 110.27
Close 117.33 118.12 0.79 0.7% 118.12
Range 6.60 1.93 -4.67 -70.8% 9.85
ATR 3.63 3.51 -0.12 -3.3% 0.00
Volume 467,999,813 313,701,219 -154,298,594 -33.0% 2,854,454,033
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 123.99 122.99 119.18
R3 122.06 121.06 118.65
R2 120.13 120.13 118.47
R1 119.13 119.13 118.30 118.67
PP 118.20 118.20 118.20 117.97
S1 117.20 117.20 117.94 116.74
S2 116.27 116.27 117.77
S3 114.34 115.27 117.59
S4 112.41 113.34 117.06
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 145.72 141.77 123.54
R3 135.87 131.92 120.83
R2 126.02 126.02 119.93
R1 122.07 122.07 119.02 124.05
PP 116.17 116.17 116.17 117.16
S1 112.22 112.22 117.22 114.20
S2 106.32 106.32 116.31
S3 96.47 102.37 115.41
S4 86.62 92.52 112.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.12 110.27 9.85 8.3% 5.67 4.8% 80% False False 570,890,806
10 130.96 110.27 20.69 17.5% 4.73 4.0% 38% False False 489,543,169
20 134.82 110.27 24.55 20.8% 3.16 2.7% 32% False False 336,004,202
40 135.70 110.27 25.43 21.5% 2.35 2.0% 31% False False 265,346,394
60 135.70 110.27 25.43 21.5% 2.06 1.7% 31% False False 238,675,020
80 137.18 110.27 26.91 22.8% 1.87 1.6% 29% False False 216,201,962
100 137.18 110.27 26.91 22.8% 1.72 1.5% 29% False False 201,893,849
120 137.18 110.27 26.91 22.8% 1.72 1.5% 29% False False 206,394,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.15
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 127.41
2.618 124.26
1.618 122.33
1.000 121.14
0.618 120.40
HIGH 119.21
0.618 118.47
0.500 118.25
0.382 118.02
LOW 117.28
0.618 116.09
1.000 115.35
1.618 114.16
2.618 112.23
4.250 109.08
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 118.25 117.27
PP 118.20 116.43
S1 118.16 115.58

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

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