SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 133.86 135.44 1.58 1.2% 135.38
High 135.89 135.83 -0.06 0.0% 136.23
Low 133.84 134.90 1.06 0.8% 132.60
Close 135.75 135.43 -0.32 -0.2% 135.75
Range 2.05 0.93 -1.12 -54.6% 3.63
ATR 1.85 1.78 -0.07 -3.5% 0.00
Volume 129,624,125 97,431,617 -32,192,508 -24.8% 687,773,140
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 138.18 137.73 135.94
R3 137.25 136.80 135.69
R2 136.32 136.32 135.60
R1 135.87 135.87 135.52 135.63
PP 135.39 135.39 135.39 135.27
S1 134.94 134.94 135.34 134.70
S2 134.46 134.46 135.26
S3 133.53 134.01 135.17
S4 132.60 133.08 134.92
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% 1.68 1.2% 78% False False 136,291,592
10 137.80 132.60 5.20 3.8% 1.40 1.0% 54% False False 127,365,901
20 137.80 130.85 6.95 5.1% 1.55 1.1% 66% False False 143,034,583
40 137.80 127.14 10.66 7.9% 1.77 1.3% 78% False False 165,726,896
60 141.66 127.14 14.52 10.7% 1.66 1.2% 57% False False 164,905,937
80 142.21 127.14 15.07 11.1% 1.60 1.2% 55% False False 161,085,239
100 142.21 127.14 15.07 11.1% 1.49 1.1% 55% False False 157,017,536
120 142.21 127.14 15.07 11.1% 1.43 1.1% 55% False False 155,932,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 139.78
2.618 138.26
1.618 137.33
1.000 136.76
0.618 136.40
HIGH 135.83
0.618 135.47
0.500 135.37
0.382 135.26
LOW 134.90
0.618 134.33
1.000 133.97
1.618 133.40
2.618 132.47
4.250 130.95
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 135.41 135.04
PP 135.39 134.64
S1 135.37 134.25

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

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