SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 140.60 141.29 0.69 0.5% 139.72
High 140.84 141.38 0.54 0.4% 140.92
Low 140.04 140.37 0.33 0.2% 139.56
Close 140.77 140.79 0.02 0.0% 140.84
Range 0.80 1.01 0.21 26.3% 1.36
ATR 1.53 1.49 -0.04 -2.4% 0.00
Volume 79,383,242 102,232,969 22,849,727 28.8% 475,320,009
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.88 143.34 141.35
R3 142.87 142.33 141.07
R2 141.86 141.86 140.98
R1 141.32 141.32 140.88 141.09
PP 140.85 140.85 140.85 140.73
S1 140.31 140.31 140.70 140.08
S2 139.84 139.84 140.60
S3 138.83 139.30 140.51
S4 137.82 138.29 140.23
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.52 144.04 141.59
R3 143.16 142.68 141.21
R2 141.80 141.80 141.09
R1 141.32 141.32 140.96 141.56
PP 140.44 140.44 140.44 140.56
S1 139.96 139.96 140.72 140.20
S2 139.08 139.08 140.59
S3 137.72 138.60 140.47
S4 136.36 137.24 140.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.38 139.81 1.57 1.1% 0.89 0.6% 62% True False 92,231,828
10 141.38 135.58 5.80 4.1% 1.23 0.9% 90% True False 115,244,211
20 141.38 133.03 8.35 5.9% 1.36 1.0% 93% True False 130,310,583
40 141.38 130.85 10.53 7.5% 1.47 1.0% 94% True False 136,856,378
60 141.38 127.14 14.24 10.1% 1.64 1.2% 96% True False 150,905,351
80 141.66 127.14 14.52 10.3% 1.60 1.1% 94% False False 156,202,631
100 142.21 127.14 15.07 10.7% 1.56 1.1% 91% False False 154,965,004
120 142.21 127.14 15.07 10.7% 1.47 1.0% 91% False False 152,574,689
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.67
2.618 144.02
1.618 143.01
1.000 142.39
0.618 142.00
HIGH 141.38
0.618 140.99
0.500 140.88
0.382 140.76
LOW 140.37
0.618 139.75
1.000 139.36
1.618 138.74
2.618 137.73
4.250 136.08
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 140.88 140.73
PP 140.85 140.66
S1 140.82 140.60

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

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