SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 132.59 130.60 -1.99 -1.5% 131.07
High 132.63 131.77 -0.86 -0.6% 134.82
Low 130.43 130.01 -0.42 -0.3% 129.63
Close 130.60 130.22 -0.38 -0.3% 134.58
Range 2.20 1.76 -0.44 -20.0% 5.19
ATR 1.68 1.68 0.01 0.4% 0.00
Volume 248,773,344 206,854,922 -41,918,422 -16.9% 794,322,118
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 135.95 134.84 131.19
R3 134.19 133.08 130.70
R2 132.43 132.43 130.54
R1 131.32 131.32 130.38 131.00
PP 130.67 130.67 130.67 130.50
S1 129.56 129.56 130.06 129.24
S2 128.91 128.91 129.90
S3 127.15 127.80 129.74
S4 125.39 126.04 129.25
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
5 134.72 130.01 4.71 3.6% 1.44 1.1% 4% False True 169,850,068
10 134.82 129.63 5.19 4.0% 1.44 1.1% 11% False False 173,772,622
20 135.70 129.63 6.07 4.7% 1.47 1.1% 10% False False 183,320,106
40 135.70 126.19 9.51 7.3% 1.50 1.1% 42% False False 193,416,824
60 136.11 126.19 9.92 7.6% 1.53 1.2% 41% False False 182,399,229
80 137.18 126.19 10.99 8.4% 1.41 1.1% 37% False False 172,048,081
100 137.18 125.28 11.90 9.1% 1.41 1.1% 42% False False 176,676,387
120 137.18 125.28 11.90 9.1% 1.40 1.1% 42% False False 175,383,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.25
2.618 136.38
1.618 134.62
1.000 133.53
0.618 132.86
HIGH 131.77
0.618 131.10
0.500 130.89
0.382 130.68
LOW 130.01
0.618 128.92
1.000 128.25
1.618 127.16
2.618 125.40
4.250 122.53
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 130.89 131.99
PP 130.67 131.40
S1 130.44 130.81

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

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