SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 136.01 134.21 -1.80 -1.3% 136.48
High 136.23 134.60 -1.63 -1.2% 137.80
Low 133.68 133.38 -0.30 -0.2% 134.85
Close 134.14 134.16 0.02 0.0% 135.49
Range 2.55 1.22 -1.33 -52.2% 2.95
ATR 1.87 1.82 -0.05 -2.5% 0.00
Volume 167,783,734 143,101,500 -24,682,234 -14.7% 488,454,256
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 137.71 137.15 134.83
R3 136.49 135.93 134.50
R2 135.27 135.27 134.38
R1 134.71 134.71 134.27 134.38
PP 134.05 134.05 134.05 133.88
S1 133.49 133.49 134.05 133.16
S2 132.83 132.83 133.94
S3 131.61 132.27 133.82
S4 130.39 131.05 133.49
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.90 143.14 137.11
R3 141.95 140.19 136.30
R2 139.00 139.00 136.03
R1 137.24 137.24 135.76 136.65
PP 136.05 136.05 136.05 135.75
S1 134.29 134.29 135.22 133.70
S2 133.10 133.10 134.95
S3 130.15 131.34 134.68
S4 127.20 128.39 133.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.80 133.38 4.42 3.3% 1.41 1.1% 18% False True 138,647,260
10 137.80 131.28 6.52 4.9% 1.40 1.0% 44% False False 139,234,827
20 137.80 130.85 6.95 5.2% 1.56 1.2% 48% False False 153,104,963
40 137.80 127.14 10.66 7.9% 1.80 1.3% 66% False False 173,022,737
60 141.66 127.14 14.52 10.8% 1.66 1.2% 48% False False 166,565,463
80 142.21 127.14 15.07 11.2% 1.58 1.2% 47% False False 161,068,568
100 142.21 127.14 15.07 11.2% 1.46 1.1% 47% False False 157,190,138
120 142.21 127.14 15.07 11.2% 1.42 1.1% 47% False False 155,929,680
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.79
2.618 137.79
1.618 136.57
1.000 135.82
0.618 135.35
HIGH 134.60
0.618 134.13
0.500 133.99
0.382 133.85
LOW 133.38
0.618 132.63
1.000 132.16
1.618 131.41
2.618 130.19
4.250 128.20
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 134.10 134.81
PP 134.05 134.59
S1 133.99 134.38

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

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