SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 115.17 113.15 -2.02 -1.8% 119.19
High 115.23 116.57 1.34 1.2% 121.20
Low 112.41 112.58 0.17 0.2% 112.50
Close 112.73 116.44 3.71 3.3% 112.64
Range 2.82 3.99 1.17 41.5% 8.70
ATR 3.46 3.50 0.04 1.1% 0.00
Volume 274,802,250 330,797,844 55,995,594 20.4% 1,710,360,516
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 127.17 125.79 118.63
R3 123.18 121.80 117.54
R2 119.19 119.19 117.17
R1 117.81 117.81 116.81 118.50
PP 115.20 115.20 115.20 115.54
S1 113.82 113.82 116.07 114.51
S2 111.21 111.21 115.71
S3 107.22 109.83 115.34
S4 103.23 105.84 114.25
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 7.5% 3.80 3.3% 46% False False 354,713,812
10 121.20 111.95 9.25 7.9% 3.60 3.1% 49% False False 375,816,370
20 132.63 110.27 22.36 19.2% 3.85 3.3% 28% False False 398,700,270
40 135.70 110.27 25.43 21.8% 2.63 2.3% 24% False False 289,684,666
60 135.70 110.27 25.43 21.8% 2.29 2.0% 24% False False 259,937,636
80 137.18 110.27 26.91 23.1% 2.09 1.8% 23% False False 234,066,311
100 137.18 110.27 26.91 23.1% 1.88 1.6% 23% False False 215,367,771
120 137.18 110.27 26.91 23.1% 1.82 1.6% 23% False False 213,996,568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.53
2.618 127.02
1.618 123.03
1.000 120.56
0.618 119.04
HIGH 116.57
0.618 115.05
0.500 114.58
0.382 114.10
LOW 112.58
0.618 110.11
1.000 108.59
1.618 106.12
2.618 102.13
4.250 95.62
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 115.82 115.79
PP 115.20 115.14
S1 114.58 114.49

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

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