SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 141.52 140.90 -0.62 -0.4% 141.98
High 141.89 140.94 -0.95 -0.7% 143.09
Low 141.12 140.19 -0.93 -0.7% 140.22
Close 141.51 140.49 -1.02 -0.7% 141.51
Range 0.77 0.75 -0.02 -2.6% 2.87
ATR 1.22 1.23 0.01 0.6% 0.00
Volume 65,406,199 96,589,805 31,183,606 47.7% 527,648,016
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 142.79 142.39 140.90
R3 142.04 141.64 140.70
R2 141.29 141.29 140.63
R1 140.89 140.89 140.56 140.72
PP 140.54 140.54 140.54 140.45
S1 140.14 140.14 140.42 139.97
S2 139.79 139.79 140.35
S3 139.04 139.39 140.28
S4 138.29 138.64 140.08
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
5 142.08 140.19 1.89 1.3% 0.95 0.7% 16% False True 81,165,507
10 143.09 140.19 2.90 2.1% 0.95 0.7% 10% False True 92,483,535
20 143.09 136.68 6.41 4.6% 1.02 0.7% 59% False False 96,129,786
40 143.09 132.60 10.49 7.5% 1.27 0.9% 75% False False 119,726,029
60 143.09 130.85 12.24 8.7% 1.42 1.0% 79% False False 132,753,959
80 143.09 127.14 15.95 11.4% 1.55 1.1% 84% False False 147,896,215
100 143.09 127.14 15.95 11.4% 1.51 1.1% 84% False False 148,411,994
120 143.09 127.14 15.95 11.4% 1.47 1.0% 84% False False 147,963,544
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.13
2.618 142.90
1.618 142.15
1.000 141.69
0.618 141.40
HIGH 140.94
0.618 140.65
0.500 140.57
0.382 140.48
LOW 140.19
0.618 139.73
1.000 139.44
1.618 138.98
2.618 138.23
4.250 137.00
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 140.57 141.04
PP 140.54 140.86
S1 140.52 140.67

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

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