SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 112.96 115.17 2.21 2.0% 119.19
High 115.88 115.23 -0.65 -0.6% 121.20
Low 112.50 112.41 -0.09 -0.1% 112.50
Close 112.64 112.73 0.09 0.1% 112.64
Range 3.38 2.82 -0.56 -16.6% 8.70
ATR 3.51 3.46 -0.05 -1.4% 0.00
Volume 428,157,063 274,802,250 -153,354,813 -35.8% 1,710,360,516
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 121.92 120.14 114.28
R3 119.10 117.32 113.51
R2 116.28 116.28 113.25
R1 114.50 114.50 112.99 113.98
PP 113.46 113.46 113.46 113.20
S1 111.68 111.68 112.47 111.16
S2 110.64 110.64 112.21
S3 107.82 108.86 111.95
S4 105.00 106.04 111.18
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
5 121.20 112.41 8.79 7.8% 3.48 3.1% 4% False True 347,349,662
10 121.20 110.27 10.93 9.7% 3.94 3.5% 23% False False 413,735,273
20 133.96 110.27 23.69 21.0% 3.70 3.3% 10% False False 388,722,536
40 135.70 110.27 25.43 22.6% 2.57 2.3% 10% False False 285,585,095
60 135.70 110.27 25.43 22.6% 2.23 2.0% 10% False False 256,438,557
80 137.18 110.27 26.91 23.9% 2.05 1.8% 9% False False 231,366,604
100 137.18 110.27 26.91 23.9% 1.84 1.6% 9% False False 213,385,373
120 137.18 110.27 26.91 23.9% 1.79 1.6% 9% False False 212,705,770
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 1.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.22
2.618 122.61
1.618 119.79
1.000 118.05
0.618 116.97
HIGH 115.23
0.618 114.15
0.500 113.82
0.382 113.49
LOW 112.41
0.618 110.67
1.000 109.59
1.618 107.85
2.618 105.03
4.250 100.43
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 113.82 116.06
PP 113.46 114.95
S1 113.09 113.84

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

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