SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 118.42 114.39 -4.03 -3.4% 119.56
High 120.87 117.16 -3.71 -3.1% 123.51
Low 117.43 114.38 -3.05 -2.6% 117.43
Close 117.85 116.99 -0.86 -0.7% 117.85
Range 3.44 2.78 -0.66 -19.2% 6.08
ATR 3.35 3.36 0.01 0.3% 0.00
Volume 255,409,109 285,037,313 29,628,204 11.6% 1,238,616,641
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 124.52 123.53 118.52
R3 121.74 120.75 117.75
R2 118.96 118.96 117.50
R1 117.97 117.97 117.24 118.47
PP 116.18 116.18 116.18 116.42
S1 115.19 115.19 116.74 115.69
S2 113.40 113.40 116.48
S3 110.62 112.41 116.23
S4 107.84 109.63 115.46
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
5 123.51 114.38 9.13 7.8% 2.84 2.4% 29% False True 267,534,587
10 123.51 112.58 10.93 9.3% 3.21 2.7% 40% False False 272,717,642
20 123.51 110.27 13.24 11.3% 3.57 3.1% 51% False False 343,226,458
40 134.82 110.27 24.55 21.0% 3.02 2.6% 27% False False 307,201,093
60 135.70 110.27 25.43 21.7% 2.52 2.2% 26% False False 271,284,720
80 135.70 110.27 25.43 21.7% 2.26 1.9% 26% False False 245,728,070
100 137.18 110.27 26.91 23.0% 2.06 1.8% 25% False False 226,743,343
120 137.18 110.27 26.91 23.0% 1.90 1.6% 25% False False 213,906,005
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 0.96
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.98
2.618 124.44
1.618 121.66
1.000 119.94
0.618 118.88
HIGH 117.16
0.618 116.10
0.500 115.77
0.382 115.44
LOW 114.38
0.618 112.66
1.000 111.60
1.618 109.88
2.618 107.10
4.250 102.57
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 116.58 118.89
PP 116.18 118.26
S1 115.77 117.62

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

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