SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 116.50 112.96 -3.54 -3.0% 119.19
High 119.71 115.88 -3.83 -3.2% 121.20
Low 113.39 112.50 -0.89 -0.8% 112.50
Close 114.51 112.64 -1.87 -1.6% 112.64
Range 6.32 3.38 -2.94 -46.5% 8.70
ATR 3.52 3.51 -0.01 -0.3% 0.00
Volume 512,375,031 428,157,063 -84,217,968 -16.4% 1,710,360,516
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 123.81 121.61 114.50
R3 120.43 118.23 113.57
R2 117.05 117.05 113.26
R1 114.85 114.85 112.95 114.26
PP 113.67 113.67 113.67 113.38
S1 111.47 111.47 112.33 110.88
S2 110.29 110.29 112.02
S3 106.91 108.09 111.71
S4 103.53 104.71 110.78
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 141.55 135.79 117.43
R3 132.85 127.09 115.03
R2 124.15 124.15 114.24
R1 118.39 118.39 113.44 116.92
PP 115.45 115.45 115.45 114.71
S1 109.69 109.69 111.84 108.22
S2 106.75 106.75 111.05
S3 98.05 100.99 110.25
S4 89.35 92.29 107.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.20 112.50 8.70 7.7% 3.26 2.9% 2% False True 342,072,103
10 121.20 110.27 10.93 9.7% 4.46 4.0% 22% False False 456,481,454
20 134.49 110.27 24.22 21.5% 3.62 3.2% 10% False False 381,806,122
40 135.70 110.27 25.43 22.6% 2.55 2.3% 9% False False 280,878,312
60 135.70 110.27 25.43 22.6% 2.21 2.0% 9% False False 254,572,088
80 137.18 110.27 26.91 23.9% 2.02 1.8% 9% False False 229,492,398
100 137.18 110.27 26.91 23.9% 1.82 1.6% 9% False False 211,994,056
120 137.18 110.27 26.91 23.9% 1.78 1.6% 9% False False 212,082,974
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.25
2.618 124.73
1.618 121.35
1.000 119.26
0.618 117.97
HIGH 115.88
0.618 114.59
0.500 114.19
0.382 113.79
LOW 112.50
0.618 110.41
1.000 109.12
1.618 107.03
2.618 103.65
4.250 98.14
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 114.19 116.85
PP 113.67 115.45
S1 113.16 114.04

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

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