SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 118.40 119.19 0.79 0.7% 116.91
High 119.21 120.74 1.53 1.3% 120.12
Low 117.28 119.00 1.72 1.5% 110.27
Close 118.12 120.62 2.50 2.1% 118.12
Range 1.93 1.74 -0.19 -9.8% 9.85
ATR 3.51 3.45 -0.06 -1.8% 0.00
Volume 313,701,219 248,414,453 -65,286,766 -20.8% 2,854,454,033
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 125.34 124.72 121.58
R3 123.60 122.98 121.10
R2 121.86 121.86 120.94
R1 121.24 121.24 120.78 121.55
PP 120.12 120.12 120.12 120.28
S1 119.50 119.50 120.46 119.81
S2 118.38 118.38 120.30
S3 116.64 117.76 120.14
S4 114.90 116.02 119.66
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
5 120.74 110.27 10.47 8.7% 4.39 3.6% 99% True False 480,120,884
10 128.50 110.27 18.23 15.1% 4.56 3.8% 57% False False 481,844,164
20 134.82 110.27 24.55 20.4% 3.16 2.6% 42% False False 342,587,839
40 135.70 110.27 25.43 21.1% 2.36 2.0% 41% False False 265,685,423
60 135.70 110.27 25.43 21.1% 2.07 1.7% 41% False False 240,836,838
80 137.18 110.27 26.91 22.3% 1.89 1.6% 38% False False 217,360,295
100 137.18 110.27 26.91 22.3% 1.72 1.4% 38% False False 202,895,836
120 137.18 110.27 26.91 22.3% 1.72 1.4% 38% False False 206,572,772
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 1.16
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 128.14
2.618 125.30
1.618 123.56
1.000 122.48
0.618 121.82
HIGH 120.74
0.618 120.08
0.500 119.87
0.382 119.66
LOW 119.00
0.618 117.92
1.000 117.26
1.618 116.18
2.618 114.44
4.250 111.61
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 120.37 119.26
PP 120.12 117.89
S1 119.87 116.53

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

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