SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 136.04 137.65 1.61 1.2% 135.38
High 137.64 138.18 0.54 0.4% 136.23
Low 135.96 137.21 1.25 0.9% 132.60
Close 137.37 137.73 0.36 0.3% 135.75
Range 1.68 0.97 -0.71 -42.3% 3.63
ATR 1.79 1.74 -0.06 -3.3% 0.00
Volume 113,307,484 129,764,094 16,456,610 14.5% 687,773,140
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 140.62 140.14 138.26
R3 139.65 139.17 138.00
R2 138.68 138.68 137.91
R1 138.20 138.20 137.82 138.44
PP 137.71 137.71 137.71 137.83
S1 137.23 137.23 137.64 137.47
S2 136.74 136.74 137.55
S3 135.77 136.26 137.46
S4 134.80 135.29 137.20
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
5 138.18 133.84 4.34 3.2% 1.54 1.1% 90% True False 121,746,726
10 138.18 132.60 5.58 4.1% 1.49 1.1% 92% True False 131,803,505
20 138.18 130.85 7.33 5.3% 1.53 1.1% 94% True False 138,372,870
40 138.18 127.14 11.04 8.0% 1.74 1.3% 96% True False 157,899,354
60 141.66 127.14 14.52 10.5% 1.70 1.2% 73% False False 163,731,764
80 142.21 127.14 15.07 10.9% 1.62 1.2% 70% False False 161,162,728
100 142.21 127.14 15.07 10.9% 1.50 1.1% 70% False False 156,946,977
120 142.21 127.14 15.07 10.9% 1.43 1.0% 70% False False 154,794,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.30
2.618 140.72
1.618 139.75
1.000 139.15
0.618 138.78
HIGH 138.18
0.618 137.81
0.500 137.70
0.382 137.58
LOW 137.21
0.618 136.61
1.000 136.24
1.618 135.64
2.618 134.67
4.250 133.09
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 137.72 137.28
PP 137.71 136.82
S1 137.70 136.37

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

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