SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 141.40 141.47 0.07 0.0% 140.60
High 142.05 141.48 -0.57 -0.4% 142.30
Low 141.07 140.44 -0.63 -0.4% 140.04
Close 141.82 140.67 -1.15 -0.8% 142.18
Range 0.98 1.04 0.06 6.1% 2.26
ATR 1.30 1.31 0.01 0.4% 0.00
Volume 133,095,531 111,408,305 -21,687,226 -16.3% 455,440,391
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.98 143.37 141.24
R3 142.94 142.33 140.96
R2 141.90 141.90 140.86
R1 141.29 141.29 140.77 141.08
PP 140.86 140.86 140.86 140.76
S1 140.25 140.25 140.57 140.04
S2 139.82 139.82 140.48
S3 138.78 139.21 140.38
S4 137.74 138.17 140.10
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
5 143.09 140.44 2.65 1.9% 0.95 0.7% 9% False True 103,801,564
10 143.09 139.81 3.28 2.3% 0.96 0.7% 26% False False 98,341,461
20 143.09 135.58 7.51 5.3% 1.21 0.9% 68% False False 115,925,184
40 143.09 131.28 11.81 8.4% 1.33 0.9% 80% False False 127,543,754
60 143.09 127.14 15.95 11.3% 1.52 1.1% 85% False False 142,647,314
80 143.09 127.14 15.95 11.3% 1.59 1.1% 85% False False 152,815,828
100 143.09 127.14 15.95 11.3% 1.54 1.1% 85% False False 152,380,484
120 143.09 127.14 15.95 11.3% 1.47 1.0% 85% False False 150,323,848
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.90
2.618 144.20
1.618 143.16
1.000 142.52
0.618 142.12
HIGH 141.48
0.618 141.08
0.500 140.96
0.382 140.84
LOW 140.44
0.618 139.80
1.000 139.40
1.618 138.76
2.618 137.72
4.250 136.02
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 140.96 141.77
PP 140.86 141.40
S1 140.77 141.04

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

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