SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 133.40 134.52 1.12 0.8% 131.07
High 134.82 134.72 -0.10 -0.1% 134.82
Low 132.67 133.76 1.09 0.8% 129.63
Close 134.49 134.58 0.09 0.1% 134.58
Range 2.15 0.96 -1.19 -55.3% 5.19
ATR 1.70 1.65 -0.05 -3.1% 0.00
Volume 248,851,969 125,904,938 -122,947,031 -49.4% 794,322,118
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.23 136.87 135.11
R3 136.27 135.91 134.84
R2 135.31 135.31 134.76
R1 134.95 134.95 134.67 135.13
PP 134.35 134.35 134.35 134.45
S1 133.99 133.99 134.49 134.17
S2 133.39 133.39 134.40
S3 132.43 133.03 134.32
S4 131.47 132.07 134.05
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 148.58 146.77 137.43
R3 143.39 141.58 136.01
R2 138.20 138.20 135.53
R1 136.39 136.39 135.06 137.30
PP 133.01 133.01 133.01 133.46
S1 131.20 131.20 134.10 132.11
S2 127.82 127.82 133.63
S3 122.63 126.01 133.15
S4 117.44 120.82 131.73
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% 1.41 1.1% 95% False False 158,864,423
10 134.82 129.63 5.19 3.9% 1.49 1.1% 95% False False 184,560,702
20 135.70 126.62 9.08 6.7% 1.47 1.1% 88% False False 179,950,502
40 135.70 126.19 9.51 7.1% 1.51 1.1% 88% False False 190,955,071
60 137.18 126.19 10.99 8.2% 1.49 1.1% 76% False False 178,721,156
80 137.18 126.19 10.99 8.2% 1.37 1.0% 76% False False 169,541,039
100 137.18 125.28 11.90 8.8% 1.41 1.1% 78% False False 178,138,344
120 137.18 125.28 11.90 8.8% 1.39 1.0% 78% False False 174,062,601
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.80
2.618 137.23
1.618 136.27
1.000 135.68
0.618 135.31
HIGH 134.72
0.618 134.35
0.500 134.24
0.382 134.13
LOW 133.76
0.618 133.17
1.000 132.80
1.618 132.21
2.618 131.25
4.250 129.68
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 134.47 134.26
PP 134.35 133.94
S1 134.24 133.62

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

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