SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	116.19	118.74	2.55	2.2%	119.19
High	118.24	119.40	1.16	1.0%	121.20
Low	115.92	115.87	-0.05	0.0%	112.50
Close	118.08	116.28	-1.80	-1.5%	112.64
Range	2.32	3.53	1.21	52.2%	8.70
ATR	3.42	3.43	0.01	0.2%	0.00
Volume	246,371,969	311,893,688	65,521,719	26.6%	1,710,360,516

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.77	125.56	118.22
R3	124.24	122.03	117.25
R2	120.71	120.71	116.93
R1	118.50	118.50	116.60	117.84
PP	117.18	117.18	117.18	116.86
S1	114.97	114.97	115.96	114.31
S2	113.65	113.65	115.63
S3	110.12	111.44	115.31
S4	106.59	107.91	114.34

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141.55	135.79	117.43
R3	132.85	127.09	115.03
R2	124.15	124.15	114.24
R1	118.39	118.39	113.44	116.92
PP	115.45	115.45	115.45	114.71
S1	109.69	109.69	111.84	108.22
S2	106.75	106.75	111.05
S3	98.05	100.99	110.25
S4	89.35	92.29	107.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.40	112.41	6.99	6.0%	3.21	2.8%	55%	True	False	318,404,562
10	121.20	112.41	8.79	7.6%	3.09	2.7%	44%	False	False	318,792,748
20	130.96	110.27	20.69	17.8%	3.94	3.4%	29%	False	False	403,832,140
40	135.70	110.27	25.43	21.9%	2.71	2.3%	24%	False	False	293,576,123
60	135.70	110.27	25.43	21.9%	2.31	2.0%	24%	False	False	263,555,262
80	136.11	110.27	25.84	22.2%	2.13	1.8%	23%	False	False	237,757,457
100	137.18	110.27	26.91	23.1%	1.92	1.6%	22%	False	False	218,404,893
120	137.18	110.27	26.91	23.1%	1.83	1.6%	22%	False	False	214,535,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134.40
2.618	128.64
1.618	125.11
1.000	122.93
0.618	121.58
HIGH	119.40
0.618	118.05
0.500	117.64
0.382	117.22
LOW	115.87
0.618	113.69
1.000	112.34
1.618	110.16
2.618	106.63
4.250	100.87

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	117.64	116.18
PP	117.18	116.09
S1	116.73	115.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols