SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 120.26 116.50 -3.76 -3.1% 116.91
High 121.20 119.71 -1.49 -1.2% 120.12
Low 118.72 113.39 -5.33 -4.5% 110.27
Close 119.67 114.51 -5.16 -4.3% 118.12
Range 2.48 6.32 3.84 154.8% 9.85
ATR 3.31 3.52 0.22 6.5% 0.00
Volume 227,436,875 512,375,031 284,938,156 125.3% 2,854,454,033
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 134.83 130.99 117.99
R3 128.51 124.67 116.25
R2 122.19 122.19 115.67
R1 118.35 118.35 115.09 117.11
PP 115.87 115.87 115.87 115.25
S1 112.03 112.03 113.93 110.79
S2 109.55 109.55 113.35
S3 103.23 105.71 112.77
S4 96.91 99.39 111.03
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 145.72 141.77 123.54
R3 135.87 131.92 120.83
R2 126.02 126.02 119.93
R1 122.07 122.07 119.02 124.05
PP 116.17 116.17 116.17 117.16
S1 112.22 112.22 117.22 114.20
S2 106.32 106.32 116.31
S3 96.47 102.37 115.41
S4 86.62 92.52 112.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.20 113.39 7.81 6.8% 2.97 2.6% 14% False True 319,180,934
10 122.07 110.27 11.80 10.3% 4.65 4.1% 36% False False 461,462,223
20 134.72 110.27 24.45 21.4% 3.50 3.1% 17% False False 366,693,516
40 135.70 110.27 25.43 22.2% 2.52 2.2% 17% False False 278,342,390
60 135.70 110.27 25.43 22.2% 2.18 1.9% 17% False False 249,882,370
80 137.18 110.27 26.91 23.5% 2.00 1.7% 16% False False 225,928,853
100 137.18 110.27 26.91 23.5% 1.80 1.6% 16% False False 209,005,044
120 137.18 110.27 26.91 23.5% 1.78 1.6% 16% False False 210,662,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 146.57
2.618 136.26
1.618 129.94
1.000 126.03
0.618 123.62
HIGH 119.71
0.618 117.30
0.500 116.55
0.382 115.80
LOW 113.39
0.618 109.48
1.000 107.07
1.618 103.16
2.618 96.84
4.250 86.53
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 116.55 117.30
PP 115.87 116.37
S1 115.19 115.44

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

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