SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 115.69 119.56 3.87 3.3% 115.17
High 118.51 121.43 2.92 2.5% 119.40
Low 113.85 118.06 4.21 3.7% 112.41
Close 117.97 121.36 3.39 2.9% 117.97
Range 4.66 3.37 -1.29 -27.7% 6.99
ATR 3.51 3.51 0.00 -0.1% 0.00
Volume 314,458,969 185,981,016 -128,477,953 -40.9% 1,478,324,720
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 130.39 129.25 123.21
R3 127.02 125.88 122.29
R2 123.65 123.65 121.98
R1 122.51 122.51 121.67 123.08
PP 120.28 120.28 120.28 120.57
S1 119.14 119.14 121.05 119.71
S2 116.91 116.91 120.74
S3 113.54 115.77 120.43
S4 110.17 112.40 119.51
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
5 121.43 112.58 8.85 7.3% 3.57 2.9% 99% True False 277,900,697
10 121.43 112.41 9.02 7.4% 3.53 2.9% 99% True False 312,625,179
20 128.50 110.27 18.23 15.0% 4.04 3.3% 61% False False 397,234,672
40 135.70 110.27 25.43 21.0% 2.81 2.3% 44% False False 295,443,061
60 135.70 110.27 25.43 21.0% 2.40 2.0% 44% False False 264,645,524
80 136.11 110.27 25.84 21.3% 2.19 1.8% 43% False False 239,063,364
100 137.18 110.27 26.91 22.2% 1.98 1.6% 41% False False 220,998,624
120 137.18 110.27 26.91 22.2% 1.87 1.5% 41% False False 215,971,209
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 1.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.75
2.618 130.25
1.618 126.88
1.000 124.80
0.618 123.51
HIGH 121.43
0.618 120.14
0.500 119.75
0.382 119.35
LOW 118.06
0.618 115.98
1.000 114.69
1.618 112.61
2.618 109.24
4.250 103.74
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 120.82 120.12
PP 120.28 118.88
S1 119.75 117.64

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

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