SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 122.45 122.29 -0.16 -0.1% 115.17
High 123.51 123.40 -0.11 -0.1% 119.40
Low 121.30 120.78 -0.52 -0.4% 112.41
Close 122.22 120.94 -1.28 -1.0% 117.97
Range 2.21 2.62 0.41 18.6% 6.99
ATR 3.39 3.34 -0.06 -1.6% 0.00
Volume 301,730,594 254,482,578 -47,248,016 -15.7% 1,478,324,720
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 129.57 127.87 122.38
R3 126.95 125.25 121.66
R2 124.33 124.33 121.42
R1 122.63 122.63 121.18 122.17
PP 121.71 121.71 121.71 121.48
S1 120.01 120.01 120.70 119.55
S2 119.09 119.09 120.46
S3 116.47 117.39 120.22
S4 113.85 114.77 119.50
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 8.0% 3.21 2.7% 73% False False 259,533,300
10 123.51 112.41 11.10 9.2% 3.21 2.7% 77% False False 288,968,931
20 123.51 110.27 13.24 10.9% 3.93 3.2% 81% False False 375,215,577
40 135.36 110.27 25.09 20.7% 2.95 2.4% 43% False False 303,435,033
60 135.70 110.27 25.43 21.0% 2.47 2.0% 42% False False 268,934,886
80 135.70 110.27 25.43 21.0% 2.23 1.8% 42% False False 243,445,717
100 137.18 110.27 26.91 22.3% 2.02 1.7% 40% False False 224,570,585
120 137.18 110.27 26.91 22.3% 1.90 1.6% 40% False False 216,268,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.54
2.618 130.26
1.618 127.64
1.000 126.02
0.618 125.02
HIGH 123.40
0.618 122.40
0.500 122.09
0.382 121.78
LOW 120.78
0.618 119.16
1.000 118.16
1.618 116.54
2.618 113.92
4.250 109.65
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 122.09 121.39
PP 121.71 121.24
S1 121.32 121.09

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

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