SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 116.19 118.74 2.55 2.2% 119.19
High 118.24 119.40 1.16 1.0% 121.20
Low 115.92 115.87 -0.05 0.0% 112.50
Close 118.08 116.28 -1.80 -1.5% 112.64
Range 2.32 3.53 1.21 52.2% 8.70
ATR 3.42 3.43 0.01 0.2% 0.00
Volume 246,371,969 311,893,688 65,521,719 26.6% 1,710,360,516
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 127.77 125.56 118.22
R3 124.24 122.03 117.25
R2 120.71 120.71 116.93
R1 118.50 118.50 116.60 117.84
PP 117.18 117.18 117.18 116.86
S1 114.97 114.97 115.96 114.31
S2 113.65 113.65 115.63
S3 110.12 111.44 115.31
S4 106.59 107.91 114.34
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
5 119.40 112.41 6.99 6.0% 3.21 2.8% 55% True False 318,404,562
10 121.20 112.41 8.79 7.6% 3.09 2.7% 44% False False 318,792,748
20 130.96 110.27 20.69 17.8% 3.94 3.4% 29% False False 403,832,140
40 135.70 110.27 25.43 21.9% 2.71 2.3% 24% False False 293,576,123
60 135.70 110.27 25.43 21.9% 2.31 2.0% 24% False False 263,555,262
80 136.11 110.27 25.84 22.2% 2.13 1.8% 23% False False 237,757,457
100 137.18 110.27 26.91 23.1% 1.92 1.6% 22% False False 218,404,893
120 137.18 110.27 26.91 23.1% 1.83 1.6% 22% False False 214,535,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.40
2.618 128.64
1.618 125.11
1.000 122.93
0.618 121.58
HIGH 119.40
0.618 118.05
0.500 117.64
0.382 117.22
LOW 115.87
0.618 113.69
1.000 112.34
1.618 110.16
2.618 106.63
4.250 100.87
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 117.64 116.18
PP 117.18 116.09
S1 116.73 115.99

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

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