SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 119.56 120.83 1.27 1.1% 115.17
High 121.43 122.43 1.00 0.8% 119.40
Low 118.06 119.26 1.20 1.0% 112.41
Close 121.36 121.68 0.32 0.3% 117.97
Range 3.37 3.17 -0.20 -5.9% 6.99
ATR 3.51 3.49 -0.02 -0.7% 0.00
Volume 185,981,016 241,013,344 55,032,328 29.6% 1,478,324,720
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 130.63 129.33 123.42
R3 127.46 126.16 122.55
R2 124.29 124.29 122.26
R1 122.99 122.99 121.97 123.64
PP 121.12 121.12 121.12 121.45
S1 119.82 119.82 121.39 120.47
S2 117.95 117.95 121.10
S3 114.78 116.65 120.81
S4 111.61 113.48 119.94
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
5 122.43 113.85 8.58 7.1% 3.41 2.8% 91% True False 259,943,797
10 122.43 112.41 10.02 8.2% 3.60 3.0% 93% True False 307,328,804
20 126.31 110.27 16.04 13.2% 4.05 3.3% 71% False False 391,961,042
40 135.70 110.27 25.43 20.9% 2.88 2.4% 45% False False 297,316,627
60 135.70 110.27 25.43 20.9% 2.43 2.0% 45% False False 265,664,564
80 136.11 110.27 25.84 21.2% 2.20 1.8% 44% False False 239,334,718
100 137.18 110.27 26.91 22.1% 2.00 1.6% 42% False False 221,700,187
120 137.18 110.27 26.91 22.1% 1.88 1.5% 42% False False 215,469,369
Crabel Price Patterns
NR True
NR4 True
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 1.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.90
2.618 130.73
1.618 127.56
1.000 125.60
0.618 124.39
HIGH 122.43
0.618 121.22
0.500 120.85
0.382 120.47
LOW 119.26
0.618 117.30
1.000 116.09
1.618 114.13
2.618 110.96
4.250 105.79
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 121.40 120.50
PP 121.12 119.32
S1 120.85 118.14

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

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