SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 138.70 136.55 -2.15 -1.6% 134.47
High 138.73 137.57 -1.16 -0.8% 139.07
Low 137.40 135.58 -1.82 -1.3% 133.03
Close 137.59 136.64 -0.95 -0.7% 138.68
Range 1.33 1.99 0.66 49.6% 6.04
ATR 1.76 1.78 0.02 1.0% 0.00
Volume 138,238,922 199,473,500 61,234,578 44.3% 840,540,601
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.57 141.59 137.73
R3 140.58 139.60 137.19
R2 138.59 138.59 137.00
R1 137.61 137.61 136.82 138.10
PP 136.60 136.60 136.60 136.84
S1 135.62 135.62 136.46 136.11
S2 134.61 134.61 136.28
S3 132.62 133.63 136.09
S4 130.63 131.64 135.55
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
5 139.34 135.58 3.76 2.8% 1.70 1.2% 28% False True 160,347,098
10 139.34 133.03 6.31 4.6% 1.57 1.1% 57% False False 154,841,040
20 139.34 132.60 6.74 4.9% 1.53 1.1% 60% False False 143,322,273
40 139.34 130.85 8.49 6.2% 1.62 1.2% 68% False False 151,066,045
60 139.34 127.14 12.20 8.9% 1.73 1.3% 78% False False 165,151,691
80 141.66 127.14 14.52 10.6% 1.63 1.2% 65% False False 161,482,546
100 142.21 127.14 15.07 11.0% 1.56 1.1% 63% False False 158,330,295
120 142.21 127.14 15.07 11.0% 1.47 1.1% 63% False False 155,685,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.03
2.618 142.78
1.618 140.79
1.000 139.56
0.618 138.80
HIGH 137.57
0.618 136.81
0.500 136.58
0.382 136.34
LOW 135.58
0.618 134.35
1.000 133.59
1.618 132.36
2.618 130.37
4.250 127.12
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 136.62 137.23
PP 136.60 137.03
S1 136.58 136.84

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

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