SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 135.89 136.89 1.00 0.7% 134.47
High 136.46 139.07 2.61 1.9% 139.07
Low 135.26 136.14 0.88 0.7% 133.03
Close 136.17 138.68 2.51 1.8% 138.68
Range 1.20 2.93 1.73 144.2% 6.04
ATR 1.83 1.90 0.08 4.3% 0.00
Volume 156,443,844 236,733,375 80,289,531 51.3% 840,540,601
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 146.75 145.65 140.29
R3 143.82 142.72 139.49
R2 140.89 140.89 139.22
R1 139.79 139.79 138.95 140.34
PP 137.96 137.96 137.96 138.24
S1 136.86 136.86 138.41 137.41
S2 135.03 135.03 138.14
S3 132.10 133.93 137.87
S4 129.17 131.00 137.07
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 155.05 152.90 142.00
R3 149.01 146.86 140.34
R2 142.97 142.97 139.79
R1 140.82 140.82 139.23 141.90
PP 136.93 136.93 136.93 137.46
S1 134.78 134.78 138.13 135.86
S2 130.89 130.89 137.57
S3 124.85 128.74 137.02
S4 118.81 122.70 135.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.07 133.03 6.04 4.4% 1.86 1.3% 94% True False 168,108,120
10 139.07 133.03 6.04 4.4% 1.58 1.1% 94% True False 146,251,779
20 139.07 132.60 6.47 4.7% 1.51 1.1% 94% True False 142,545,194
40 139.07 127.14 11.93 8.6% 1.69 1.2% 97% True False 157,025,835
60 140.45 127.14 13.31 9.6% 1.75 1.3% 87% False False 167,041,147
80 141.66 127.14 14.52 10.5% 1.64 1.2% 79% False False 162,506,482
100 142.21 127.14 15.07 10.9% 1.54 1.1% 77% False False 157,551,627
120 142.21 127.14 15.07 10.9% 1.46 1.1% 77% False False 155,897,744
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 0.42
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 151.52
2.618 146.74
1.618 143.81
1.000 142.00
0.618 140.88
HIGH 139.07
0.618 137.95
0.500 137.61
0.382 137.26
LOW 136.14
0.618 134.33
1.000 133.21
1.618 131.40
2.618 128.47
4.250 123.69
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 138.32 137.84
PP 137.96 137.00
S1 137.61 136.16

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

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