SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 118.76 119.57 0.81 0.7% 119.56
High 120.34 120.94 0.60 0.5% 123.51
Low 118.36 118.77 0.41 0.3% 117.43
Close 120.29 119.04 -1.25 -1.0% 117.85
Range 1.98 2.17 0.19 9.6% 6.08
ATR 3.36 3.27 -0.08 -2.5% 0.00
Volume 209,533,703 249,923,188 40,389,485 19.3% 1,238,616,641
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 126.09 124.74 120.23
R3 123.92 122.57 119.64
R2 121.75 121.75 119.44
R1 120.40 120.40 119.24 119.99
PP 119.58 119.58 119.58 119.38
S1 118.23 118.23 118.84 117.82
S2 117.41 117.41 118.64
S3 115.24 116.06 118.44
S4 113.07 113.89 117.85
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
5 123.40 114.38 9.02 7.6% 2.60 2.2% 52% False False 250,877,178
10 123.51 113.85 9.66 8.1% 2.99 2.5% 54% False False 260,946,350
20 123.51 112.32 11.19 9.4% 3.19 2.7% 60% False False 297,674,855
40 134.82 110.27 24.55 20.6% 3.04 2.6% 36% False False 308,440,392
60 135.70 110.27 25.43 21.4% 2.56 2.1% 34% False False 273,235,940
80 135.70 110.27 25.43 21.4% 2.27 1.9% 34% False False 247,734,681
100 137.18 110.27 26.91 22.6% 2.07 1.7% 33% False False 228,026,622
120 137.18 110.27 26.91 22.6% 1.91 1.6% 33% False False 213,704,455
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 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.16
2.618 126.62
1.618 124.45
1.000 123.11
0.618 122.28
HIGH 120.94
0.618 120.11
0.500 119.86
0.382 119.60
LOW 118.77
0.618 117.43
1.000 116.60
1.618 115.26
2.618 113.09
4.250 109.55
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 119.86 118.58
PP 119.58 118.12
S1 119.31 117.66

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

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