SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 135.97 136.04 0.07 0.1% 135.38
High 136.64 137.64 1.00 0.7% 136.23
Low 134.55 135.96 1.41 1.0% 132.60
Close 136.36 137.37 1.01 0.7% 135.75
Range 2.09 1.68 -0.41 -19.6% 3.63
ATR 1.80 1.79 -0.01 -0.5% 0.00
Volume 138,606,313 113,307,484 -25,298,829 -18.3% 687,773,140
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 142.03 141.38 138.29
R3 140.35 139.70 137.83
R2 138.67 138.67 137.68
R1 138.02 138.02 137.52 138.35
PP 136.99 136.99 136.99 137.15
S1 136.34 136.34 137.22 136.67
S2 135.31 135.31 137.06
S3 133.63 134.66 136.91
S4 131.95 132.98 136.45
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 145.75 144.38 137.75
R3 142.12 140.75 136.75
R2 138.49 138.49 136.42
R1 137.12 137.12 136.08 137.81
PP 134.86 134.86 134.86 135.20
S1 133.49 133.49 135.42 134.18
S2 131.23 131.23 135.08
S3 127.60 129.86 134.75
S4 123.97 126.23 133.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.64 132.60 5.04 3.7% 1.68 1.2% 95% True False 124,497,304
10 137.80 132.60 5.20 3.8% 1.55 1.1% 92% False False 131,572,282
20 137.80 130.85 6.95 5.1% 1.57 1.1% 94% False False 142,203,690
40 137.80 127.14 10.66 7.8% 1.76 1.3% 96% False False 159,590,131
60 141.66 127.14 14.52 10.6% 1.69 1.2% 70% False False 163,858,868
80 142.21 127.14 15.07 11.0% 1.62 1.2% 68% False False 161,038,913
100 142.21 127.14 15.07 11.0% 1.51 1.1% 68% False False 157,105,605
120 142.21 127.14 15.07 11.0% 1.43 1.0% 68% False False 154,839,941
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.78
2.618 142.04
1.618 140.36
1.000 139.32
0.618 138.68
HIGH 137.64
0.618 137.00
0.500 136.80
0.382 136.60
LOW 135.96
0.618 134.92
1.000 134.28
1.618 133.24
2.618 131.56
4.250 128.82
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 137.18 136.95
PP 136.99 136.52
S1 136.80 136.10

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

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