SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 135.38 136.01 0.63 0.5% 136.48
High 135.57 136.23 0.66 0.5% 137.80
Low 134.70 133.68 -1.02 -0.8% 134.85
Close 135.32 134.14 -1.18 -0.9% 135.49
Range 0.87 2.55 1.68 193.1% 2.95
ATR 1.81 1.87 0.05 2.9% 0.00
Volume 103,746,797 167,783,734 64,036,937 61.7% 488,454,256
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 142.33 140.79 135.54
R3 139.78 138.24 134.84
R2 137.23 137.23 134.61
R1 135.69 135.69 134.37 135.19
PP 134.68 134.68 134.68 134.43
S1 133.14 133.14 133.91 132.64
S2 132.13 132.13 133.67
S3 129.58 130.59 133.44
S4 127.03 128.04 132.74
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.90 143.14 137.11
R3 141.95 140.19 136.30
R2 139.00 139.00 136.03
R1 137.24 137.24 135.76 136.65
PP 136.05 136.05 136.05 135.75
S1 134.29 134.29 135.22 133.70
S2 133.10 133.10 134.95
S3 130.15 131.34 134.68
S4 127.20 128.39 133.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.80 133.68 4.12 3.1% 1.40 1.0% 11% False True 126,126,129
10 137.80 130.93 6.87 5.1% 1.42 1.1% 47% False False 139,067,030
20 137.80 130.85 6.95 5.2% 1.60 1.2% 47% False False 155,040,001
40 137.80 127.14 10.66 7.9% 1.81 1.3% 66% False False 173,532,322
60 141.66 127.14 14.52 10.8% 1.66 1.2% 48% False False 166,643,177
80 142.21 127.14 15.07 11.2% 1.57 1.2% 46% False False 161,190,775
100 142.21 127.14 15.07 11.2% 1.47 1.1% 46% False False 157,623,383
120 142.21 127.14 15.07 11.2% 1.41 1.1% 46% False False 155,788,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 147.07
2.618 142.91
1.618 140.36
1.000 138.78
0.618 137.81
HIGH 136.23
0.618 135.26
0.500 134.96
0.382 134.65
LOW 133.68
0.618 132.10
1.000 131.13
1.618 129.55
2.618 127.00
4.250 122.84
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 134.96 134.96
PP 134.68 134.68
S1 134.41 134.41

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

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