SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 141.98 142.54 0.56 0.4% 140.60
High 142.22 143.09 0.87 0.6% 142.30
Low 141.59 141.45 -0.14 -0.1% 140.04
Close 142.19 141.76 -0.43 -0.3% 142.18
Range 0.63 1.64 1.01 160.3% 2.26
ATR 1.30 1.33 0.02 1.8% 0.00
Volume 78,221,047 105,489,438 27,268,391 34.9% 455,440,391
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 147.02 146.03 142.66
R3 145.38 144.39 142.21
R2 143.74 143.74 142.06
R1 142.75 142.75 141.91 142.43
PP 142.10 142.10 142.10 141.94
S1 141.11 141.11 141.61 140.79
S2 140.46 140.46 141.46
S3 138.82 139.47 141.31
S4 137.18 137.83 140.86
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 148.29 147.49 143.42
R3 146.03 145.23 142.80
R2 143.77 143.77 142.59
R1 142.97 142.97 142.39 143.37
PP 141.51 141.51 141.51 141.71
S1 140.71 140.71 141.97 141.11
S2 139.25 139.25 141.77
S3 136.99 138.45 141.56
S4 134.73 136.19 140.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.09 140.55 2.54 1.8% 0.94 0.7% 48% True False 91,506,933
10 143.09 139.81 3.28 2.3% 0.92 0.6% 59% True False 91,869,380
20 143.09 133.25 9.84 6.9% 1.23 0.9% 86% True False 117,975,673
40 143.09 130.93 12.16 8.6% 1.35 1.0% 89% True False 127,667,429
60 143.09 127.14 15.95 11.3% 1.57 1.1% 92% True False 143,820,984
80 143.09 127.14 15.95 11.3% 1.60 1.1% 92% True False 152,932,345
100 143.09 127.14 15.95 11.3% 1.55 1.1% 92% True False 152,806,418
120 143.09 127.14 15.95 11.3% 1.46 1.0% 92% True False 150,462,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 150.06
2.618 147.38
1.618 145.74
1.000 144.73
0.618 144.10
HIGH 143.09
0.618 142.46
0.500 142.27
0.382 142.08
LOW 141.45
0.618 140.44
1.000 139.81
1.618 138.80
2.618 137.16
4.250 134.48
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 142.27 142.27
PP 142.10 142.10
S1 141.93 141.93

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

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