SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 140.90 141.29 0.39 0.3% 141.89
High 140.94 141.82 0.88 0.6% 142.08
Low 140.19 140.36 0.17 0.1% 140.19
Close 140.49 141.16 0.67 0.5% 141.16
Range 0.75 1.46 0.71 94.7% 1.89
ATR 1.23 1.25 0.02 1.3% 0.00
Volume 96,589,805 151,970,297 55,380,492 57.3% 458,364,137
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 145.49 144.79 141.96
R3 144.03 143.33 141.56
R2 142.57 142.57 141.43
R1 141.87 141.87 141.29 141.49
PP 141.11 141.11 141.11 140.93
S1 140.41 140.41 141.03 140.03
S2 139.65 139.65 140.89
S3 138.19 138.95 140.76
S4 136.73 137.49 140.36
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 146.81 145.88 142.20
R3 144.92 143.99 141.68
R2 143.03 143.03 141.51
R1 142.10 142.10 141.33 141.62
PP 141.14 141.14 141.14 140.91
S1 140.21 140.21 140.99 139.73
S2 139.25 139.25 140.81
S3 137.36 138.32 140.64
S4 135.47 136.43 140.12
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% 0.92 0.7% 51% False False 91,672,827
10 143.09 140.19 2.90 2.1% 1.05 0.7% 33% False False 98,601,215
20 143.09 139.56 3.53 2.5% 0.95 0.7% 45% False False 95,838,627
40 143.09 132.60 10.49 7.4% 1.29 0.9% 82% False False 119,746,476
60 143.09 130.85 12.24 8.7% 1.41 1.0% 84% False False 132,209,471
80 143.09 127.14 15.95 11.3% 1.54 1.1% 88% False False 147,037,563
100 143.09 127.14 15.95 11.3% 1.52 1.1% 88% False False 148,397,781
120 143.09 127.14 15.95 11.3% 1.46 1.0% 88% False False 147,697,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 148.03
2.618 145.64
1.618 144.18
1.000 143.28
0.618 142.72
HIGH 141.82
0.618 141.26
0.500 141.09
0.382 140.92
LOW 140.36
0.618 139.46
1.000 138.90
1.618 138.00
2.618 136.54
4.250 134.16
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 141.14 141.12
PP 141.11 141.08
S1 141.09 141.04

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

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