SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 131.66 131.07 -0.59 -0.4% 132.75
High 131.87 131.28 -0.59 -0.4% 133.22
Low 130.77 129.63 -1.14 -0.9% 130.68
Close 131.69 130.61 -1.08 -0.8% 131.69
Range 1.10 1.65 0.55 50.0% 2.54
ATR 1.67 1.70 0.03 1.7% 0.00
Volume 220,058,703 116,741,727 -103,316,976 -46.9% 1,051,284,906
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 135.46 134.68 131.52
R3 133.81 133.03 131.06
R2 132.16 132.16 130.91
R1 131.38 131.38 130.76 130.95
PP 130.51 130.51 130.51 130.29
S1 129.73 129.73 130.46 129.30
S2 128.86 128.86 130.31
S3 127.21 128.08 130.16
S4 125.56 126.43 129.70
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 139.48 138.13 133.09
R3 136.94 135.59 132.39
R2 134.40 134.40 132.16
R1 133.05 133.05 131.92 132.46
PP 131.86 131.86 131.86 131.57
S1 130.51 130.51 131.46 129.92
S2 129.32 129.32 131.22
S3 126.78 127.97 130.99
S4 124.24 125.43 130.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.22 129.63 3.59 2.7% 1.59 1.2% 27% False True 194,472,442
10 135.70 129.63 6.07 4.6% 1.40 1.1% 16% False True 183,971,388
20 135.70 126.19 9.51 7.3% 1.55 1.2% 46% False False 188,783,007
40 135.70 126.19 9.51 7.3% 1.52 1.2% 46% False False 189,961,338
60 137.18 126.19 10.99 8.4% 1.46 1.1% 40% False False 175,617,780
80 137.18 126.19 10.99 8.4% 1.36 1.0% 40% False False 167,972,835
100 137.18 125.28 11.90 9.1% 1.43 1.1% 45% False False 179,369,758
120 137.18 125.28 11.90 9.1% 1.39 1.1% 45% False False 174,324,065
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.29
2.618 135.60
1.618 133.95
1.000 132.93
0.618 132.30
HIGH 131.28
0.618 130.65
0.500 130.46
0.382 130.26
LOW 129.63
0.618 128.61
1.000 127.98
1.618 126.96
2.618 125.31
4.250 122.62
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 130.56 131.21
PP 130.51 131.01
S1 130.46 130.81

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

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