SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 136.95 134.47 -2.48 -1.8% 135.44
High 137.16 135.46 -1.70 -1.2% 138.18
Low 136.32 133.84 -2.48 -1.8% 134.55
Close 136.47 135.09 -1.38 -1.0% 136.47
Range 0.84 1.62 0.78 92.9% 3.63
ATR 1.71 1.78 0.07 3.8% 0.00
Volume 142,867,688 145,080,625 2,212,937 1.5% 621,977,196
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 139.66 138.99 135.98
R3 138.04 137.37 135.54
R2 136.42 136.42 135.39
R1 135.75 135.75 135.24 136.09
PP 134.80 134.80 134.80 134.96
S1 134.13 134.13 134.94 134.47
S2 133.18 133.18 134.79
S3 131.56 132.51 134.64
S4 129.94 130.89 134.20
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.29 145.51 138.47
R3 143.66 141.88 137.47
R2 140.03 140.03 137.14
R1 138.25 138.25 136.80 139.14
PP 136.40 136.40 136.40 136.85
S1 134.62 134.62 136.14 135.51
S2 132.77 132.77 135.80
S3 129.14 130.99 135.47
S4 125.51 127.36 134.47
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% 1.44 1.1% 29% False True 133,925,240
10 138.18 132.60 5.58 4.1% 1.56 1.2% 45% False False 135,108,416
20 138.18 130.85 7.33 5.4% 1.42 1.1% 58% False False 136,012,228
40 138.18 127.14 11.04 8.2% 1.70 1.3% 72% False False 155,799,592
60 141.66 127.14 14.52 10.7% 1.70 1.3% 55% False False 163,763,274
80 142.21 127.14 15.07 11.2% 1.62 1.2% 53% False False 161,410,254
100 142.21 127.14 15.07 11.2% 1.50 1.1% 53% False False 156,676,034
120 142.21 127.14 15.07 11.2% 1.42 1.1% 53% False False 154,660,504
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.35
2.618 139.70
1.618 138.08
1.000 137.08
0.618 136.46
HIGH 135.46
0.618 134.84
0.500 134.65
0.382 134.46
LOW 133.84
0.618 132.84
1.000 132.22
1.618 131.22
2.618 129.60
4.250 126.96
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 134.94 136.01
PP 134.80 135.70
S1 134.65 135.40

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

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