SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2010

Day Change Summary
	Previous	Current
	13-Aug-2010	16-Aug-2010	Change	Change %	Previous Week
Open	108.29	107.57	-0.72	-0.7%	112.92
High	108.96	108.61	-0.35	-0.3%	113.18
Low	108.18	107.18	-1.00	-0.9%	107.60
Close	108.31	108.26	-0.05	0.0%	108.31
Range	0.78	1.43	0.65	83.3%	5.58
ATR	1.77	1.74	-0.02	-1.4%	0.00
Volume	158,384,804	147,561,408	-10,823,396	-6.8%	1,034,123,075

Daily Pivots for day following 16-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	112.31	111.71	109.05
R3	110.88	110.28	108.65
R2	109.45	109.45	108.52
R1	108.85	108.85	108.39	109.15
PP	108.02	108.02	108.02	108.17
S1	107.42	107.42	108.13	107.72
S2	106.59	106.59	108.00
S3	105.16	105.99	107.87
S4	103.73	104.56	107.47

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	126.44	122.95	111.38
R3	120.86	117.37	109.84
R2	115.28	115.28	109.33
R1	111.79	111.79	108.82	110.75
PP	109.70	109.70	109.70	109.17
S1	106.21	106.21	107.80	105.17
S2	104.12	104.12	107.29
S3	98.54	100.63	106.78
S4	92.96	95.05	105.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.98	107.18	5.80	5.4%	1.36	1.3%	19%	False	True	212,190,757
10	113.18	107.18	6.00	5.5%	1.20	1.1%	18%	False	True	186,619,264
20	113.18	105.82	7.36	6.8%	1.49	1.4%	33%	False	False	203,126,420
40	113.20	101.13	12.07	11.1%	1.68	1.6%	59%	False	False	220,249,334
60	113.20	101.13	12.07	11.1%	1.85	1.7%	59%	False	False	243,016,704
80	122.12	101.13	20.99	19.4%	2.04	1.9%	34%	False	False	266,258,449
100	122.12	101.13	20.99	19.4%	1.87	1.7%	34%	False	False	247,366,097
120	122.12	101.13	20.99	19.4%	1.73	1.6%	34%	False	False	234,956,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.69
2.618	112.35
1.618	110.92
1.000	110.04
0.618	109.49
HIGH	108.61
0.618	108.06
0.500	107.90
0.382	107.73
LOW	107.18
0.618	106.30
1.000	105.75
1.618	104.87
2.618	103.44
4.250	101.10

Fisher Pivots for day following 16-Aug-2010
Pivot	1 day	3 day
R1	108.14	108.21
PP	108.02	108.15
S1	107.90	108.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols