SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 122.29 118.42 -3.87 -3.2% 119.56
High 123.40 120.87 -2.53 -2.1% 123.51
Low 120.78 117.43 -3.35 -2.8% 117.43
Close 120.94 117.85 -3.09 -2.6% 117.85
Range 2.62 3.44 0.82 31.3% 6.08
ATR 3.34 3.35 0.01 0.4% 0.00
Volume 254,482,578 255,409,109 926,531 0.4% 1,238,616,641
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 129.04 126.88 119.74
R3 125.60 123.44 118.80
R2 122.16 122.16 118.48
R1 120.00 120.00 118.17 119.36
PP 118.72 118.72 118.72 118.40
S1 116.56 116.56 117.53 115.92
S2 115.28 115.28 117.22
S3 111.84 113.12 116.90
S4 108.40 109.68 115.96
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 137.84 133.92 121.19
R3 131.76 127.84 119.52
R2 125.68 125.68 118.96
R1 121.76 121.76 118.41 120.68
PP 119.60 119.60 119.60 119.06
S1 115.68 115.68 117.29 114.60
S2 113.52 113.52 116.74
S3 107.44 109.60 116.18
S4 101.36 103.52 114.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.51 117.43 6.08 5.2% 2.96 2.5% 7% False True 247,723,328
10 123.51 112.41 11.10 9.4% 3.21 2.7% 49% False False 271,694,136
20 123.51 110.27 13.24 11.2% 3.84 3.3% 57% False False 364,087,795
40 134.82 110.27 24.55 20.8% 2.99 2.5% 31% False False 304,966,771
60 135.70 110.27 25.43 21.6% 2.51 2.1% 30% False False 270,510,623
80 135.70 110.27 25.43 21.6% 2.25 1.9% 30% False False 244,295,805
100 137.18 110.27 26.91 22.8% 2.04 1.7% 28% False False 225,512,398
120 137.18 110.27 26.91 22.8% 1.90 1.6% 28% False False 215,413,883
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 0.96
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.49
2.618 129.88
1.618 126.44
1.000 124.31
0.618 123.00
HIGH 120.87
0.618 119.56
0.500 119.15
0.382 118.74
LOW 117.43
0.618 115.30
1.000 113.99
1.618 111.86
2.618 108.42
4.250 102.81
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 119.15 120.47
PP 118.72 119.60
S1 118.28 118.72

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

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