SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 109.03 108.34 -0.69 -0.6% 107.60
High 109.07 109.94 0.87 0.8% 110.09
Low 106.63 108.33 1.70 1.6% 106.45
Close 107.07 109.46 2.39 2.2% 106.66
Range 2.44 1.61 -0.83 -34.0% 3.64
ATR 2.13 2.18 0.05 2.5% 0.00
Volume 264,354,757 274,516,930 10,162,173 3.8% 1,042,177,299
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 114.07 113.38 110.35
R3 112.46 111.77 109.90
R2 110.85 110.85 109.76
R1 110.16 110.16 109.61 110.51
PP 109.24 109.24 109.24 109.42
S1 108.55 108.55 109.31 108.90
S2 107.63 107.63 109.17
S3 106.02 106.94 109.02
S4 104.41 105.33 108.58
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 118.65 116.30 108.66
R3 115.01 112.66 107.66
R2 111.37 111.37 107.33
R1 109.02 109.02 106.99 108.38
PP 107.73 107.73 107.73 107.41
S1 105.38 105.38 106.33 104.74
S2 104.09 104.09 105.99
S3 100.45 101.74 105.66
S4 96.81 98.10 104.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.94 105.82 4.12 3.8% 2.19 2.0% 88% True False 253,161,632
10 110.09 105.82 4.27 3.9% 1.74 1.6% 85% False False 217,030,396
20 110.09 101.13 8.96 8.2% 1.88 1.7% 93% False False 241,887,459
40 113.20 101.13 12.07 11.0% 1.96 1.8% 69% False False 253,741,421
60 121.11 101.13 19.98 18.3% 2.25 2.1% 42% False False 289,312,159
80 122.12 101.13 20.99 19.2% 2.00 1.8% 40% False False 261,344,817
100 122.12 101.13 20.99 19.2% 1.81 1.7% 40% False False 243,490,606
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
4.250 116.78
2.618 114.15
1.618 112.54
1.000 111.55
0.618 110.93
HIGH 109.94
0.618 109.32
0.500 109.14
0.382 108.95
LOW 108.33
0.618 107.34
1.000 106.72
1.618 105.73
2.618 104.12
4.250 101.49
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 109.35 108.93
PP 109.24 108.41
S1 109.14 107.88

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

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