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

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

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