SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 138.56 139.72 1.16 0.8% 138.52
High 139.64 140.17 0.53 0.4% 139.64
Low 136.68 139.56 2.88 2.1% 135.58
Close 139.35 139.62 0.27 0.2% 139.35
Range 2.96 0.61 -2.35 -79.4% 4.06
ATR 1.87 1.79 -0.07 -4.0% 0.00
Volume 157,793,469 86,300,438 -71,493,031 -45.3% 722,795,586
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 141.61 141.23 139.96
R3 141.00 140.62 139.79
R2 140.39 140.39 139.73
R1 140.01 140.01 139.68 139.90
PP 139.78 139.78 139.78 139.73
S1 139.40 139.40 139.56 139.29
S2 139.17 139.17 139.51
S3 138.56 138.79 139.45
S4 137.95 138.18 139.28
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.37 148.92 141.58
R3 146.31 144.86 140.47
R2 142.25 142.25 140.09
R1 140.80 140.80 139.72 141.53
PP 138.19 138.19 138.19 138.55
S1 136.74 136.74 138.98 137.47
S2 134.13 134.13 138.61
S3 130.07 132.68 138.23
S4 126.01 128.62 137.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.17 135.58 4.59 3.3% 1.61 1.2% 88% True False 140,467,133
10 140.17 133.03 7.14 5.1% 1.68 1.2% 92% True False 150,455,600
20 140.17 132.60 7.57 5.4% 1.62 1.2% 93% True False 142,782,008
40 140.17 130.85 9.32 6.7% 1.62 1.2% 94% True False 148,957,110
60 140.17 127.14 13.03 9.3% 1.73 1.2% 96% True False 163,035,712
80 141.66 127.14 14.52 10.4% 1.64 1.2% 86% False False 160,695,742
100 142.21 127.14 15.07 10.8% 1.56 1.1% 83% False False 157,480,767
120 142.21 127.14 15.07 10.8% 1.49 1.1% 83% False False 155,373,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 142.76
2.618 141.77
1.618 141.16
1.000 140.78
0.618 140.55
HIGH 140.17
0.618 139.94
0.500 139.87
0.382 139.79
LOW 139.56
0.618 139.18
1.000 138.95
1.618 138.57
2.618 137.96
4.250 136.97
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 139.87 139.04
PP 139.78 138.46
S1 139.70 137.88

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

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