SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 135.44 135.97 0.53 0.4% 135.38
High 135.83 136.64 0.81 0.6% 136.23
Low 134.90 134.55 -0.35 -0.3% 132.60
Close 135.43 136.36 0.93 0.7% 135.75
Range 0.93 2.09 1.16 124.7% 3.63
ATR 1.78 1.80 0.02 1.2% 0.00
Volume 97,431,617 138,606,313 41,174,696 42.3% 687,773,140
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 142.12 141.33 137.51
R3 140.03 139.24 136.93
R2 137.94 137.94 136.74
R1 137.15 137.15 136.55 137.55
PP 135.85 135.85 135.85 136.05
S1 135.06 135.06 136.17 135.46
S2 133.76 133.76 135.98
S3 131.67 132.97 135.79
S4 129.58 130.88 135.21
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
5 136.64 132.60 4.04 3.0% 1.58 1.2% 93% True False 130,456,107
10 137.80 132.60 5.20 3.8% 1.49 1.1% 72% False False 128,291,118
20 137.80 130.85 6.95 5.1% 1.58 1.2% 79% False False 143,402,174
40 137.80 127.14 10.66 7.8% 1.77 1.3% 86% False False 161,202,735
60 141.66 127.14 14.52 10.6% 1.68 1.2% 63% False False 164,833,314
80 142.21 127.14 15.07 11.1% 1.61 1.2% 61% False False 161,128,609
100 142.21 127.14 15.07 11.1% 1.50 1.1% 61% False False 157,027,510
120 142.21 127.14 15.07 11.1% 1.43 1.0% 61% False False 155,433,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.52
2.618 142.11
1.618 140.02
1.000 138.73
0.618 137.93
HIGH 136.64
0.618 135.84
0.500 135.60
0.382 135.35
LOW 134.55
0.618 133.26
1.000 132.46
1.618 131.17
2.618 129.08
4.250 125.67
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 136.11 135.99
PP 135.85 135.61
S1 135.60 135.24

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

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