SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 136.89 138.52 1.63 1.2% 134.47
High 139.07 139.34 0.27 0.2% 139.07
Low 136.14 138.27 2.13 1.6% 133.03
Close 138.68 138.68 0.00 0.0% 138.68
Range 2.93 1.07 -1.86 -63.5% 6.04
ATR 1.90 1.84 -0.06 -3.1% 0.00
Volume 236,733,375 106,760,359 -129,973,016 -54.9% 840,540,601
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 141.97 141.40 139.27
R3 140.90 140.33 138.97
R2 139.83 139.83 138.88
R1 139.26 139.26 138.78 139.55
PP 138.76 138.76 138.76 138.91
S1 138.19 138.19 138.58 138.48
S2 137.69 137.69 138.48
S3 136.62 137.12 138.39
S4 135.55 136.05 138.09
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
5 139.34 133.03 6.31 4.6% 1.75 1.3% 90% True False 160,444,067
10 139.34 133.03 6.31 4.6% 1.59 1.1% 90% True False 147,184,653
20 139.34 132.60 6.74 4.9% 1.50 1.1% 90% True False 137,275,277
40 139.34 127.14 12.20 8.8% 1.64 1.2% 95% True False 153,366,565
60 139.34 127.14 12.20 8.8% 1.74 1.3% 95% True False 166,425,593
80 141.66 127.14 14.52 10.5% 1.65 1.2% 79% False False 162,005,371
100 142.21 127.14 15.07 10.9% 1.54 1.1% 77% False False 157,182,998
120 142.21 127.14 15.07 10.9% 1.46 1.1% 77% False False 155,659,066
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.89
2.618 142.14
1.618 141.07
1.000 140.41
0.618 140.00
HIGH 139.34
0.618 138.93
0.500 138.81
0.382 138.68
LOW 138.27
0.618 137.61
1.000 137.20
1.618 136.54
2.618 135.47
4.250 133.72
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 138.81 138.22
PP 138.76 137.76
S1 138.72 137.30

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

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