SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 120.83 122.45 1.62 1.3% 115.17
High 122.43 123.51 1.08 0.9% 119.40
Low 119.26 121.30 2.04 1.7% 112.41
Close 121.68 122.22 0.54 0.4% 117.97
Range 3.17 2.21 -0.96 -30.3% 6.99
ATR 3.49 3.39 -0.09 -2.6% 0.00
Volume 241,013,344 301,730,594 60,717,250 25.2% 1,478,324,720
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 128.97 127.81 123.44
R3 126.76 125.60 122.83
R2 124.55 124.55 122.63
R1 123.39 123.39 122.42 122.87
PP 122.34 122.34 122.34 122.08
S1 121.18 121.18 122.02 120.66
S2 120.13 120.13 121.81
S3 117.92 118.97 121.61
S4 115.71 116.76 121.00
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
5 123.51 113.85 9.66 7.9% 3.39 2.8% 87% True False 271,015,522
10 123.51 112.41 11.10 9.1% 3.58 2.9% 88% True False 314,758,176
20 124.62 110.27 14.35 11.7% 4.02 3.3% 83% False False 388,512,023
40 135.70 110.27 25.43 20.8% 2.90 2.4% 47% False False 301,279,224
60 135.70 110.27 25.43 20.8% 2.45 2.0% 47% False False 268,000,095
80 136.11 110.27 25.84 21.1% 2.21 1.8% 46% False False 241,682,048
100 137.18 110.27 26.91 22.0% 2.00 1.6% 44% False False 223,239,282
120 137.18 110.27 26.91 22.0% 1.89 1.5% 44% False False 216,105,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.11
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 132.90
2.618 129.30
1.618 127.09
1.000 125.72
0.618 124.88
HIGH 123.51
0.618 122.67
0.500 122.41
0.382 122.14
LOW 121.30
0.618 119.93
1.000 119.09
1.618 117.72
2.618 115.51
4.250 111.91
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 122.41 121.74
PP 122.34 121.26
S1 122.28 120.79

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

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