SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 119.47 120.26 0.79 0.7% 116.91
High 120.69 121.20 0.51 0.4% 120.12
Low 118.31 118.72 0.41 0.3% 110.27
Close 119.59 119.67 0.08 0.1% 118.12
Range 2.38 2.48 0.10 4.2% 9.85
ATR 3.37 3.31 -0.06 -1.9% 0.00
Volume 293,977,094 227,436,875 -66,540,219 -22.6% 2,854,454,033
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 127.30 125.97 121.03
R3 124.82 123.49 120.35
R2 122.34 122.34 120.12
R1 121.01 121.01 119.90 120.44
PP 119.86 119.86 119.86 119.58
S1 118.53 118.53 119.44 117.96
S2 117.38 117.38 119.22
S3 114.90 116.05 118.99
S4 112.42 113.57 118.31
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
5 121.20 112.32 8.88 7.4% 3.03 2.5% 83% True False 310,305,890
10 124.62 110.27 14.35 12.0% 4.47 3.7% 66% False False 462,265,870
20 134.82 110.27 24.55 20.5% 3.29 2.8% 38% False False 353,517,363
40 135.70 110.27 25.43 21.3% 2.40 2.0% 37% False False 269,917,884
60 135.70 110.27 25.43 21.3% 2.09 1.7% 37% False False 243,777,317
80 137.18 110.27 26.91 22.5% 1.93 1.6% 35% False False 221,357,298
100 137.18 110.27 26.91 22.5% 1.75 1.5% 35% False False 204,970,043
120 137.18 110.27 26.91 22.5% 1.73 1.4% 35% False False 207,571,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.74
2.618 127.69
1.618 125.21
1.000 123.68
0.618 122.73
HIGH 121.20
0.618 120.25
0.500 119.96
0.382 119.67
LOW 118.72
0.618 117.19
1.000 116.24
1.618 114.71
2.618 112.23
4.250 108.18
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 119.96 119.76
PP 119.86 119.73
S1 119.77 119.70

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

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