SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 139.85 140.29 0.44 0.3% 138.52
High 140.65 140.89 0.24 0.2% 139.64
Low 139.81 140.15 0.34 0.2% 135.58
Close 140.49 140.61 0.12 0.1% 139.35
Range 0.84 0.74 -0.10 -11.9% 4.06
ATR 1.69 1.62 -0.07 -4.0% 0.00
Volume 89,658,852 90,124,172 465,320 0.5% 722,795,586
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.77 142.43 141.02
R3 142.03 141.69 140.81
R2 141.29 141.29 140.75
R1 140.95 140.95 140.68 141.12
PP 140.55 140.55 140.55 140.64
S1 140.21 140.21 140.54 140.38
S2 139.81 139.81 140.47
S3 139.07 139.47 140.41
S4 138.33 138.73 140.20
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
5 140.92 136.68 4.24 3.0% 1.21 0.9% 93% False False 106,670,714
10 140.92 135.58 5.34 3.8% 1.45 1.0% 94% False False 133,508,906
20 140.92 133.03 7.89 5.6% 1.47 1.0% 96% False False 134,524,880
40 140.92 130.85 10.07 7.2% 1.52 1.1% 97% False False 143,100,412
60 140.92 127.14 13.78 9.8% 1.69 1.2% 98% False False 159,123,185
80 141.66 127.14 14.52 10.3% 1.61 1.1% 93% False False 158,502,119
100 142.21 127.14 15.07 10.7% 1.56 1.1% 89% False False 155,942,633
120 142.21 127.14 15.07 10.7% 1.47 1.0% 89% False False 153,527,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.04
2.618 142.83
1.618 142.09
1.000 141.63
0.618 141.35
HIGH 140.89
0.618 140.61
0.500 140.52
0.382 140.43
LOW 140.15
0.618 139.69
1.000 139.41
1.618 138.95
2.618 138.21
4.250 137.01
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 140.58 140.53
PP 140.55 140.45
S1 140.52 140.37

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

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