SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 118.74 115.69 -3.05 -2.6% 115.17
High 119.40 118.51 -0.89 -0.7% 119.40
Low 115.87 113.85 -2.02 -1.7% 112.41
Close 116.28 117.97 1.69 1.5% 117.97
Range 3.53 4.66 1.13 32.0% 6.99
ATR 3.43 3.51 0.09 2.6% 0.00
Volume 311,893,688 314,458,969 2,565,281 0.8% 1,478,324,720
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 130.76 129.02 120.53
R3 126.10 124.36 119.25
R2 121.44 121.44 118.82
R1 119.70 119.70 118.40 120.57
PP 116.78 116.78 116.78 117.21
S1 115.04 115.04 117.54 115.91
S2 112.12 112.12 117.12
S3 107.46 110.38 116.69
S4 102.80 105.72 115.41
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 137.56 134.76 121.81
R3 130.57 127.77 119.89
R2 123.58 123.58 119.25
R1 120.78 120.78 118.61 122.18
PP 116.59 116.59 116.59 117.30
S1 113.79 113.79 117.33 115.19
S2 109.60 109.60 116.69
S3 102.61 106.80 116.05
S4 95.62 99.81 114.13
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 5.9% 3.46 2.9% 80% False False 295,664,944
10 121.20 112.41 8.79 7.5% 3.36 2.8% 63% False False 318,868,523
20 130.96 110.27 20.69 17.5% 4.05 3.4% 37% False False 404,205,846
40 135.70 110.27 25.43 21.6% 2.79 2.4% 30% False False 295,852,751
60 135.70 110.27 25.43 21.6% 2.37 2.0% 30% False False 265,456,299
80 136.11 110.27 25.84 21.9% 2.17 1.8% 30% False False 239,403,682
100 137.18 110.27 26.91 22.8% 1.96 1.7% 29% False False 220,341,081
120 137.18 110.27 26.91 22.8% 1.85 1.6% 29% False False 215,702,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 138.32
2.618 130.71
1.618 126.05
1.000 123.17
0.618 121.39
HIGH 118.51
0.618 116.73
0.500 116.18
0.382 115.63
LOW 113.85
0.618 110.97
1.000 109.19
1.618 106.31
2.618 101.65
4.250 94.05
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 117.37 117.52
PP 116.78 117.07
S1 116.18 116.63

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

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