SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	115.69	119.56	3.87	3.3%	115.17
High	118.51	121.43	2.92	2.5%	119.40
Low	113.85	118.06	4.21	3.7%	112.41
Close	117.97	121.36	3.39	2.9%	117.97
Range	4.66	3.37	-1.29	-27.7%	6.99
ATR	3.51	3.51	0.00	-0.1%	0.00
Volume	314,458,969	185,981,016	-128,477,953	-40.9%	1,478,324,720

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	130.39	129.25	123.21
R3	127.02	125.88	122.29
R2	123.65	123.65	121.98
R1	122.51	122.51	121.67	123.08
PP	120.28	120.28	120.28	120.57
S1	119.14	119.14	121.05	119.71
S2	116.91	116.91	120.74
S3	113.54	115.77	120.43
S4	110.17	112.40	119.51

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.56	134.76	121.81
R3	130.57	127.77	119.89
R2	123.58	123.58	119.25
R1	120.78	120.78	118.61	122.18
PP	116.59	116.59	116.59	117.30
S1	113.79	113.79	117.33	115.19
S2	109.60	109.60	116.69
S3	102.61	106.80	116.05
S4	95.62	99.81	114.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.43	112.58	8.85	7.3%	3.57	2.9%	99%	True	False	277,900,697
10	121.43	112.41	9.02	7.4%	3.53	2.9%	99%	True	False	312,625,179
20	128.50	110.27	18.23	15.0%	4.04	3.3%	61%	False	False	397,234,672
40	135.70	110.27	25.43	21.0%	2.81	2.3%	44%	False	False	295,443,061
60	135.70	110.27	25.43	21.0%	2.40	2.0%	44%	False	False	264,645,524
80	136.11	110.27	25.84	21.3%	2.19	1.8%	43%	False	False	239,063,364
100	137.18	110.27	26.91	22.2%	1.98	1.6%	41%	False	False	220,998,624
120	137.18	110.27	26.91	22.2%	1.87	1.5%	41%	False	False	215,971,209

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	1.06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135.75
2.618	130.25
1.618	126.88
1.000	124.80
0.618	123.51
HIGH	121.43
0.618	120.14
0.500	119.75
0.382	119.35
LOW	118.06
0.618	115.98
1.000	114.69
1.618	112.61
2.618	109.24
4.250	103.74

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	120.82	120.12
PP	120.28	118.88
S1	119.75	117.64

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