SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 141.89 141.18 -0.71 -0.5% 141.98
High 142.08 141.84 -0.24 -0.2% 143.09
Low 141.34 140.97 -0.37 -0.3% 140.22
Close 141.54 141.40 -0.14 -0.1% 141.51
Range 0.74 0.87 0.13 17.6% 2.87
ATR 1.29 1.26 -0.03 -2.3% 0.00
Volume 68,720,453 75,677,383 6,956,930 10.1% 527,648,016
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 144.01 143.58 141.88
R3 143.14 142.71 141.64
R2 142.27 142.27 141.56
R1 141.84 141.84 141.48 142.06
PP 141.40 141.40 141.40 141.51
S1 140.97 140.97 141.32 141.19
S2 140.53 140.53 141.24
S3 139.66 140.10 141.16
S4 138.79 139.23 140.92
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
5 142.08 140.22 1.86 1.3% 1.05 0.7% 63% False False 97,667,073
10 143.09 140.22 2.87 2.0% 1.00 0.7% 41% False False 94,587,003
20 143.09 135.58 7.51 5.3% 1.11 0.8% 77% False False 104,915,607
40 143.09 132.60 10.49 7.4% 1.30 0.9% 84% False False 120,874,822
60 143.09 127.78 15.31 10.8% 1.45 1.0% 89% False False 135,850,948
80 143.09 127.14 15.95 11.3% 1.57 1.1% 89% False False 150,132,475
100 143.09 127.14 15.95 11.3% 1.54 1.1% 89% False False 150,418,681
120 143.09 127.14 15.95 11.3% 1.47 1.0% 89% False False 148,502,945
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145.54
2.618 144.12
1.618 143.25
1.000 142.71
0.618 142.38
HIGH 141.84
0.618 141.51
0.500 141.41
0.382 141.30
LOW 140.97
0.618 140.43
1.000 140.10
1.618 139.56
2.618 138.69
4.250 137.27
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 141.41 141.32
PP 141.40 141.23
S1 141.40 141.15

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

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