SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 134.21 133.38 -0.83 -0.6% 136.48
High 134.60 134.23 -0.37 -0.3% 137.80
Low 133.38 132.60 -0.78 -0.6% 134.85
Close 134.16 133.51 -0.65 -0.5% 135.49
Range 1.22 1.63 0.41 33.6% 2.95
ATR 1.82 1.81 -0.01 -0.7% 0.00
Volume 143,101,500 143,516,984 415,484 0.3% 488,454,256
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 138.34 137.55 134.41
R3 136.71 135.92 133.96
R2 135.08 135.08 133.81
R1 134.29 134.29 133.66 134.69
PP 133.45 133.45 133.45 133.64
S1 132.66 132.66 133.36 133.06
S2 131.82 131.82 133.21
S3 130.19 131.03 133.06
S4 128.56 129.40 132.61
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
5 136.23 132.60 3.63 2.7% 1.44 1.1% 25% False True 141,860,284
10 137.80 131.28 6.52 4.9% 1.41 1.1% 34% False False 142,783,795
20 137.80 130.85 6.95 5.2% 1.56 1.2% 38% False False 151,675,944
40 137.80 127.14 10.66 8.0% 1.80 1.3% 60% False False 171,422,338
60 141.66 127.14 14.52 10.9% 1.66 1.2% 44% False False 166,494,532
80 142.21 127.14 15.07 11.3% 1.58 1.2% 42% False False 161,297,071
100 142.21 127.14 15.07 11.3% 1.47 1.1% 42% False False 157,327,643
120 142.21 127.14 15.07 11.3% 1.42 1.1% 42% False False 155,974,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.16
2.618 138.50
1.618 136.87
1.000 135.86
0.618 135.24
HIGH 134.23
0.618 133.61
0.500 133.42
0.382 133.22
LOW 132.60
0.618 131.59
1.000 130.97
1.618 129.96
2.618 128.33
4.250 125.67
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 133.48 134.42
PP 133.45 134.11
S1 133.42 133.81

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

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