SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 131.34 133.07 1.73 1.3% 132.75
High 132.89 133.15 0.26 0.2% 133.22
Low 131.31 132.42 1.11 0.8% 130.68
Close 132.73 132.65 -0.08 -0.1% 131.69
Range 1.58 0.73 -0.85 -53.8% 2.54
ATR 1.74 1.67 -0.07 -4.1% 0.00
Volume 166,467,109 136,356,375 -30,110,734 -18.1% 1,051,284,906
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 134.93 134.52 133.05
R3 134.20 133.79 132.85
R2 133.47 133.47 132.78
R1 133.06 133.06 132.72 132.90
PP 132.74 132.74 132.74 132.66
S1 132.33 132.33 132.58 132.17
S2 132.01 132.01 132.52
S3 131.28 131.60 132.45
S4 130.55 130.87 132.25
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
5 133.15 129.63 3.52 2.7% 1.43 1.1% 86% True False 173,060,157
10 135.70 129.63 6.07 4.6% 1.46 1.1% 50% False False 183,323,992
20 135.70 126.19 9.51 7.2% 1.50 1.1% 68% False False 186,318,405
40 135.70 126.19 9.51 7.2% 1.49 1.1% 68% False False 188,907,294
60 137.18 126.19 10.99 8.3% 1.48 1.1% 59% False False 177,303,943
80 137.18 126.19 10.99 8.3% 1.36 1.0% 59% False False 167,833,213
100 137.18 125.28 11.90 9.0% 1.42 1.1% 62% False False 178,381,876
120 137.18 125.28 11.90 9.0% 1.39 1.1% 62% False False 174,644,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.32
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 136.25
2.618 135.06
1.618 134.33
1.000 133.88
0.618 133.60
HIGH 133.15
0.618 132.87
0.500 132.79
0.382 132.70
LOW 132.42
0.618 131.97
1.000 131.69
1.618 131.24
2.618 130.51
4.250 129.32
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 132.79 132.23
PP 132.74 131.81
S1 132.70 131.39

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

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