SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 133.38 133.86 0.48 0.4% 135.38
High 134.23 135.89 1.66 1.2% 136.23
Low 132.60 133.84 1.24 0.9% 132.60
Close 133.51 135.75 2.24 1.7% 135.75
Range 1.63 2.05 0.42 25.8% 3.63
ATR 1.81 1.85 0.04 2.3% 0.00
Volume 143,516,984 129,624,125 -13,892,859 -9.7% 687,773,140
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 141.31 140.58 136.88
R3 139.26 138.53 136.31
R2 137.21 137.21 136.13
R1 136.48 136.48 135.94 136.85
PP 135.16 135.16 135.16 135.34
S1 134.43 134.43 135.56 134.80
S2 133.11 133.11 135.37
S3 131.06 132.38 135.19
S4 129.01 130.33 134.62
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 145.75 144.38 137.75
R3 142.12 140.75 136.75
R2 138.49 138.49 136.42
R1 137.12 137.12 136.08 137.81
PP 134.86 134.86 134.86 135.20
S1 133.49 133.49 135.42 134.18
S2 131.23 131.23 135.08
S3 127.60 129.86 134.75
S4 123.97 126.23 133.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.23 132.60 3.63 2.7% 1.66 1.2% 87% False False 137,554,628
10 137.80 132.60 5.20 3.8% 1.45 1.1% 61% False False 138,838,609
20 137.80 130.85 6.95 5.1% 1.56 1.1% 71% False False 146,629,590
40 137.80 127.14 10.66 7.9% 1.80 1.3% 81% False False 169,486,218
60 141.66 127.14 14.52 10.7% 1.68 1.2% 59% False False 166,592,022
80 142.21 127.14 15.07 11.1% 1.60 1.2% 57% False False 161,396,599
100 142.21 127.14 15.07 11.1% 1.48 1.1% 57% False False 157,284,315
120 142.21 127.14 15.07 11.1% 1.43 1.1% 57% False False 155,977,710
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.60
2.618 141.26
1.618 139.21
1.000 137.94
0.618 137.16
HIGH 135.89
0.618 135.11
0.500 134.87
0.382 134.62
LOW 133.84
0.618 132.57
1.000 131.79
1.618 130.52
2.618 128.47
4.250 125.13
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 135.46 135.25
PP 135.16 134.75
S1 134.87 134.25

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

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