SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 141.04 141.09 0.05 0.0% 141.89
High 141.46 141.47 0.01 0.0% 142.08
Low 140.13 140.63 0.50 0.4% 140.19
Close 141.03 140.91 -0.12 -0.1% 141.16
Range 1.33 0.84 -0.49 -36.8% 1.89
ATR 1.25 1.22 -0.03 -2.4% 0.00
Volume 120,226,102 100,660,203 -19,565,899 -16.3% 458,364,137
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 143.52 143.06 141.37
R3 142.68 142.22 141.14
R2 141.84 141.84 141.06
R1 141.38 141.38 140.99 141.19
PP 141.00 141.00 141.00 140.91
S1 140.54 140.54 140.83 140.35
S2 140.16 140.16 140.76
S3 139.32 139.70 140.68
S4 138.48 138.86 140.45
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
5 141.89 140.13 1.76 1.2% 1.03 0.7% 44% False False 106,970,521
10 142.08 140.13 1.95 1.4% 1.04 0.7% 40% False False 102,318,797
20 143.09 139.81 3.28 2.3% 0.98 0.7% 34% False False 97,094,088
40 143.09 132.60 10.49 7.4% 1.26 0.9% 79% False False 118,480,371
60 143.09 130.85 12.24 8.7% 1.37 1.0% 82% False False 130,666,914
80 143.09 127.14 15.95 11.3% 1.53 1.1% 86% False False 146,006,346
100 143.09 127.14 15.95 11.3% 1.50 1.1% 86% False False 147,378,055
120 143.09 127.14 15.95 11.3% 1.46 1.0% 86% False False 146,953,974
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.04
2.618 143.67
1.618 142.83
1.000 142.31
0.618 141.99
HIGH 141.47
0.618 141.15
0.500 141.05
0.382 140.95
LOW 140.63
0.618 140.11
1.000 139.79
1.618 139.27
2.618 138.43
4.250 137.06
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 141.05 140.98
PP 141.00 140.95
S1 140.96 140.93

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

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