SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 141.29 140.64 -0.65 -0.5% 139.72
High 141.38 141.19 -0.19 -0.1% 140.92
Low 140.37 140.55 0.18 0.1% 139.56
Close 140.79 140.95 0.16 0.1% 140.84
Range 1.01 0.64 -0.37 -36.6% 1.36
ATR 1.49 1.43 -0.06 -4.1% 0.00
Volume 102,232,969 71,043,133 -31,189,836 -30.5% 475,320,009
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.82 142.52 141.30
R3 142.18 141.88 141.13
R2 141.54 141.54 141.07
R1 141.24 141.24 141.01 141.39
PP 140.90 140.90 140.90 140.97
S1 140.60 140.60 140.89 140.75
S2 140.26 140.26 140.83
S3 139.62 139.96 140.77
S4 138.98 139.32 140.60
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% 0.85 0.6% 73% False False 88,508,684
10 141.38 135.58 5.80 4.1% 1.16 0.8% 93% False False 108,524,632
20 141.38 133.03 8.35 5.9% 1.31 0.9% 95% False False 128,197,366
40 141.38 130.85 10.53 7.5% 1.44 1.0% 96% False False 135,200,528
60 141.38 127.14 14.24 10.1% 1.61 1.1% 97% False False 149,125,876
80 141.66 127.14 14.52 10.3% 1.60 1.1% 95% False False 154,943,492
100 142.21 127.14 15.07 10.7% 1.56 1.1% 92% False False 154,470,604
120 142.21 127.14 15.07 10.7% 1.47 1.0% 92% False False 152,287,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 143.91
2.618 142.87
1.618 142.23
1.000 141.83
0.618 141.59
HIGH 141.19
0.618 140.95
0.500 140.87
0.382 140.79
LOW 140.55
0.618 140.15
1.000 139.91
1.618 139.51
2.618 138.87
4.250 137.83
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 140.92 140.87
PP 140.90 140.79
S1 140.87 140.71

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

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