SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 109.15 109.31 0.16 0.1% 103.64
High 110.09 110.08 -0.01 0.0% 107.97
Low 108.93 108.86 -0.07 -0.1% 101.88
Close 109.66 109.65 -0.01 0.0% 107.96
Range 1.16 1.22 0.06 5.2% 6.09
ATR 2.09 2.03 -0.06 -3.0% 0.00
Volume 212,568,501 184,343,878 -28,224,623 -13.3% 864,844,829
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 113.19 112.64 110.32
R3 111.97 111.42 109.99
R2 110.75 110.75 109.87
R1 110.20 110.20 109.76 110.48
PP 109.53 109.53 109.53 109.67
S1 108.98 108.98 109.54 109.26
S2 108.31 108.31 109.43
S3 107.09 107.76 109.32
S4 105.87 106.54 108.98
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 124.21 122.17 111.31
R3 118.12 116.08 109.63
R2 112.03 112.03 109.08
R1 109.99 109.99 108.52 111.01
PP 105.94 105.94 105.94 106.45
S1 103.90 103.90 107.40 104.92
S2 99.85 99.85 106.84
S3 93.76 97.81 106.29
S4 87.67 91.72 104.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.09 105.91 4.18 3.8% 1.18 1.1% 89% False False 176,699,071
10 110.09 101.13 8.96 8.2% 1.78 1.6% 95% False False 229,200,217
20 113.20 101.13 12.07 11.0% 1.73 1.6% 71% False False 234,987,160
40 115.22 101.13 14.09 12.8% 2.08 1.9% 60% False False 277,537,134
60 122.12 101.13 20.99 19.1% 2.20 2.0% 41% False False 285,446,305
80 122.12 101.13 20.99 19.1% 1.93 1.8% 41% False False 256,702,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.27
2.618 113.27
1.618 112.05
1.000 111.30
0.618 110.83
HIGH 110.08
0.618 109.61
0.500 109.47
0.382 109.33
LOW 108.86
0.618 108.11
1.000 107.64
1.618 106.89
2.618 105.67
4.250 103.68
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 109.59 109.31
PP 109.53 108.96
S1 109.47 108.62

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

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