SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 139.72 140.18 0.46 0.3% 138.52
High 140.17 140.92 0.75 0.5% 139.64
Low 139.56 140.03 0.47 0.3% 135.58
Close 139.62 140.32 0.70 0.5% 139.35
Range 0.61 0.89 0.28 45.9% 4.06
ATR 1.79 1.76 -0.04 -2.0% 0.00
Volume 86,300,438 109,476,641 23,176,203 26.9% 722,795,586
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.09 142.60 140.81
R3 142.20 141.71 140.56
R2 141.31 141.31 140.48
R1 140.82 140.82 140.40 141.07
PP 140.42 140.42 140.42 140.55
S1 139.93 139.93 140.24 140.18
S2 139.53 139.53 140.16
S3 138.64 139.04 140.08
S4 137.75 138.15 139.83
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
5 140.92 135.58 5.34 3.8% 1.56 1.1% 89% True False 138,256,594
10 140.92 133.25 7.67 5.5% 1.55 1.1% 92% True False 144,081,965
20 140.92 132.60 8.32 5.9% 1.54 1.1% 93% True False 139,866,653
40 140.92 130.85 10.07 7.2% 1.57 1.1% 94% True False 147,453,327
60 140.92 127.14 13.78 9.8% 1.72 1.2% 96% True False 162,310,432
80 141.66 127.14 14.52 10.3% 1.63 1.2% 91% False False 159,949,046
100 142.21 127.14 15.07 10.7% 1.56 1.1% 87% False False 156,925,951
120 142.21 127.14 15.07 10.7% 1.48 1.1% 87% False False 154,663,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.70
2.618 143.25
1.618 142.36
1.000 141.81
0.618 141.47
HIGH 140.92
0.618 140.58
0.500 140.48
0.382 140.37
LOW 140.03
0.618 139.48
1.000 139.14
1.618 138.59
2.618 137.70
4.250 136.25
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 140.48 139.81
PP 140.42 139.31
S1 140.37 138.80

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

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