SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 111.52 109.17 -2.35 -2.1% 110.60
High 111.82 110.86 -0.96 -0.9% 112.29
Low 109.41 108.98 -0.43 -0.4% 108.98
Close 110.29 110.27 -0.02 0.0% 110.27
Range 2.41 1.88 -0.53 -22.0% 3.31
ATR 2.00 1.99 -0.01 -0.4% 0.00
Volume 220,040,927 219,886,633 -154,294 -0.1% 989,563,636
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 115.68 114.85 111.30
R3 113.80 112.97 110.79
R2 111.92 111.92 110.61
R1 111.09 111.09 110.44 111.51
PP 110.04 110.04 110.04 110.24
S1 109.21 109.21 110.10 109.63
S2 108.16 108.16 109.93
S3 106.28 107.33 109.75
S4 104.40 105.45 109.24
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 120.44 118.67 112.09
R3 117.13 115.36 111.18
R2 113.82 113.82 110.88
R1 112.05 112.05 110.57 111.28
PP 110.51 110.51 110.51 110.13
S1 108.74 108.74 109.97 107.97
S2 107.20 107.20 109.66
S3 103.89 105.43 109.36
S4 100.58 102.12 108.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.29 108.98 3.31 3.0% 1.61 1.5% 39% False True 197,912,727
10 112.29 105.82 6.47 5.9% 1.79 1.6% 69% False False 219,469,604
20 112.29 101.62 10.67 9.7% 1.80 1.6% 81% False False 216,750,493
40 113.20 101.13 12.07 10.9% 1.87 1.7% 76% False False 241,757,970
60 117.68 101.13 16.55 15.0% 2.24 2.0% 55% False False 282,243,377
80 122.12 101.13 20.99 19.0% 2.05 1.9% 44% False False 265,639,110
100 122.12 101.13 20.99 19.0% 1.86 1.7% 44% False False 246,685,207
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.85
2.618 115.78
1.618 113.90
1.000 112.74
0.618 112.02
HIGH 110.86
0.618 110.14
0.500 109.92
0.382 109.70
LOW 108.98
0.618 107.82
1.000 107.10
1.618 105.94
2.618 104.06
4.250 100.99
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 110.15 110.40
PP 110.04 110.36
S1 109.92 110.31

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

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