SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 133.07 133.40 0.33 0.2% 132.75
High 133.15 134.82 1.67 1.3% 133.22
Low 132.42 132.67 0.25 0.2% 130.68
Close 132.65 134.49 1.84 1.4% 131.69
Range 0.73 2.15 1.42 194.5% 2.54
ATR 1.67 1.70 0.04 2.2% 0.00
Volume 136,356,375 248,851,969 112,495,594 82.5% 1,051,284,906
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 140.44 139.62 135.67
R3 138.29 137.47 135.08
R2 136.14 136.14 134.88
R1 135.32 135.32 134.69 135.73
PP 133.99 133.99 133.99 134.20
S1 133.17 133.17 134.29 133.58
S2 131.84 131.84 134.10
S3 129.69 131.02 133.90
S4 127.54 128.87 133.31
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
5 134.82 129.63 5.19 3.9% 1.44 1.1% 94% True False 177,695,176
10 135.36 129.63 5.73 4.3% 1.59 1.2% 85% False False 191,384,169
20 135.70 126.19 9.51 7.1% 1.55 1.1% 87% False False 189,991,264
40 135.70 126.19 9.51 7.1% 1.52 1.1% 87% False False 191,476,797
60 137.18 126.19 10.99 8.2% 1.49 1.1% 76% False False 179,007,299
80 137.18 126.19 10.99 8.2% 1.38 1.0% 76% False False 169,582,925
100 137.18 125.28 11.90 8.8% 1.43 1.1% 77% False False 179,456,616
120 137.18 125.28 11.90 8.8% 1.39 1.0% 77% False False 174,255,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 143.96
2.618 140.45
1.618 138.30
1.000 136.97
0.618 136.15
HIGH 134.82
0.618 134.00
0.500 133.75
0.382 133.49
LOW 132.67
0.618 131.34
1.000 130.52
1.618 129.19
2.618 127.04
4.250 123.53
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 134.24 134.02
PP 133.99 133.54
S1 133.75 133.07

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

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