SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 140.31 141.89 1.58 1.1% 141.98
High 141.83 142.08 0.25 0.2% 143.09
Low 140.22 141.34 1.12 0.8% 140.22
Close 141.51 141.54 0.03 0.0% 141.51
Range 1.61 0.74 -0.87 -54.0% 2.87
ATR 1.33 1.29 -0.04 -3.2% 0.00
Volume 99,433,695 68,720,453 -30,713,242 -30.9% 527,648,016
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 143.87 143.45 141.95
R3 143.13 142.71 141.74
R2 142.39 142.39 141.68
R1 141.97 141.97 141.61 141.81
PP 141.65 141.65 141.65 141.58
S1 141.23 141.23 141.47 141.07
S2 140.91 140.91 141.40
S3 140.17 140.49 141.34
S4 139.43 139.75 141.13
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 150.22 148.73 143.09
R3 147.35 145.86 142.30
R2 144.48 144.48 142.04
R1 142.99 142.99 141.77 142.30
PP 141.61 141.61 141.61 141.26
S1 140.12 140.12 141.25 139.43
S2 138.74 138.74 140.98
S3 135.87 137.25 140.72
S4 133.00 134.38 139.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.09 140.22 2.87 2.0% 1.20 0.8% 46% False False 103,629,484
10 143.09 140.22 2.87 2.0% 1.01 0.7% 46% False False 97,242,561
20 143.09 135.58 7.51 5.3% 1.12 0.8% 79% False False 107,158,204
40 143.09 132.60 10.49 7.4% 1.31 0.9% 85% False False 122,216,741
60 143.09 127.14 15.95 11.3% 1.47 1.0% 90% False False 137,963,778
80 143.09 127.14 15.95 11.3% 1.59 1.1% 90% False False 151,608,746
100 143.09 127.14 15.95 11.3% 1.54 1.1% 90% False False 151,035,938
120 143.09 127.14 15.95 11.3% 1.47 1.0% 90% False False 148,845,533
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 145.23
2.618 144.02
1.618 143.28
1.000 142.82
0.618 142.54
HIGH 142.08
0.618 141.80
0.500 141.71
0.382 141.62
LOW 141.34
0.618 140.88
1.000 140.60
1.618 140.14
2.618 139.40
4.250 138.20
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 141.71 141.41
PP 141.65 141.28
S1 141.60 141.15

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

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