SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 134.47 135.19 0.72 0.5% 135.44
High 135.46 135.25 -0.21 -0.2% 138.18
Low 133.84 133.03 -0.81 -0.6% 134.55
Close 135.09 133.93 -1.16 -0.9% 136.47
Range 1.62 2.22 0.60 37.0% 3.63
ATR 1.78 1.81 0.03 1.8% 0.00
Volume 145,080,625 173,212,984 28,132,359 19.4% 621,977,196
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 140.73 139.55 135.15
R3 138.51 137.33 134.54
R2 136.29 136.29 134.34
R1 135.11 135.11 134.13 134.59
PP 134.07 134.07 134.07 133.81
S1 132.89 132.89 133.73 132.37
S2 131.85 131.85 133.52
S3 129.63 130.67 133.32
S4 127.41 128.45 132.71
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
5 138.18 133.03 5.15 3.8% 1.47 1.1% 17% False True 140,846,575
10 138.18 132.60 5.58 4.2% 1.53 1.1% 24% False False 135,651,341
20 138.18 130.93 7.25 5.4% 1.47 1.1% 41% False False 137,359,185
40 138.18 127.14 11.04 8.2% 1.73 1.3% 62% False False 156,743,640
60 141.66 127.14 14.52 10.8% 1.72 1.3% 47% False False 164,584,570
80 142.21 127.14 15.07 11.3% 1.63 1.2% 45% False False 161,514,104
100 142.21 127.14 15.07 11.3% 1.51 1.1% 45% False False 156,960,007
120 142.21 127.14 15.07 11.3% 1.43 1.1% 45% False False 154,722,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 144.69
2.618 141.06
1.618 138.84
1.000 137.47
0.618 136.62
HIGH 135.25
0.618 134.40
0.500 134.14
0.382 133.88
LOW 133.03
0.618 131.66
1.000 130.81
1.618 129.44
2.618 127.22
4.250 123.60
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 134.14 135.10
PP 134.07 134.71
S1 134.00 134.32

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

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