SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 112.03 110.65 -1.38 -1.2% 111.99
High 112.98 110.69 -2.29 -2.0% 113.11
Low 111.37 109.12 -2.25 -2.0% 110.92
Close 112.38 109.30 -3.08 -2.7% 112.39
Range 1.61 1.57 -0.04 -2.5% 2.19
ATR 1.74 1.85 0.11 6.2% 0.00
Volume 242,692,534 272,950,260 30,257,726 12.5% 872,572,289
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 114.41 113.43 110.16
R3 112.84 111.86 109.73
R2 111.27 111.27 109.59
R1 110.29 110.29 109.44 110.00
PP 109.70 109.70 109.70 109.56
S1 108.72 108.72 109.16 108.43
S2 108.13 108.13 109.01
S3 106.56 107.15 108.87
S4 104.99 105.58 108.44
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 118.71 117.74 113.60
R3 116.52 115.55 112.99
R2 114.33 114.33 112.79
R1 113.36 113.36 112.59 113.85
PP 112.14 112.14 112.14 112.38
S1 111.17 111.17 112.19 111.66
S2 109.95 109.95 111.99
S3 107.76 108.98 111.79
S4 105.57 106.79 111.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.18 109.12 4.06 3.7% 1.30 1.2% 4% False True 203,270,425
10 113.18 108.98 4.20 3.8% 1.41 1.3% 8% False False 194,887,333
20 113.18 105.82 7.36 6.7% 1.62 1.5% 47% False False 210,896,880
40 113.20 101.13 12.07 11.0% 1.67 1.5% 68% False False 222,942,020
60 115.22 101.13 14.09 12.9% 1.92 1.8% 58% False False 255,323,716
80 122.12 101.13 20.99 19.2% 2.05 1.9% 39% False False 266,808,949
100 122.12 101.13 20.99 19.2% 1.87 1.7% 39% False False 247,541,496
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.36
2.618 114.80
1.618 113.23
1.000 112.26
0.618 111.66
HIGH 110.69
0.618 110.09
0.500 109.91
0.382 109.72
LOW 109.12
0.618 108.15
1.000 107.55
1.618 106.58
2.618 105.01
4.250 102.45
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 109.91 111.15
PP 109.70 110.53
S1 109.50 109.92

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

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