SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 140.64 141.15 0.51 0.4% 139.72
High 141.19 142.16 0.97 0.7% 140.92
Low 140.55 140.80 0.25 0.2% 139.56
Close 140.95 141.99 1.04 0.7% 140.84
Range 0.64 1.36 0.72 112.5% 1.36
ATR 1.43 1.43 -0.01 -0.4% 0.00
Volume 71,043,133 111,987,547 40,944,414 57.6% 475,320,009
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.73 145.22 142.74
R3 144.37 143.86 142.36
R2 143.01 143.01 142.24
R1 142.50 142.50 142.11 142.76
PP 141.65 141.65 141.65 141.78
S1 141.14 141.14 141.87 141.40
S2 140.29 140.29 141.74
S3 138.93 139.78 141.62
S4 137.57 138.42 141.24
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
5 142.16 139.81 2.35 1.7% 0.98 0.7% 93% True False 92,881,359
10 142.16 136.68 5.48 3.9% 1.09 0.8% 97% True False 99,776,036
20 142.16 133.03 9.13 6.4% 1.33 0.9% 98% True False 127,308,538
40 142.16 130.85 11.31 8.0% 1.43 1.0% 98% True False 132,840,704
60 142.16 127.14 15.02 10.6% 1.60 1.1% 99% True False 147,702,416
80 142.16 127.14 15.02 10.6% 1.60 1.1% 99% True False 154,625,958
100 142.21 127.14 15.07 10.6% 1.56 1.1% 99% False False 154,391,890
120 142.21 127.14 15.07 10.6% 1.47 1.0% 99% False False 152,007,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 147.94
2.618 145.72
1.618 144.36
1.000 143.52
0.618 143.00
HIGH 142.16
0.618 141.64
0.500 141.48
0.382 141.32
LOW 140.80
0.618 139.96
1.000 139.44
1.618 138.60
2.618 137.24
4.250 135.02
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 141.82 141.75
PP 141.65 141.51
S1 141.48 141.27

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

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