SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 137.65 136.95 -0.70 -0.5% 135.44
High 138.18 137.16 -1.02 -0.7% 138.18
Low 137.21 136.32 -0.89 -0.6% 134.55
Close 137.73 136.47 -1.26 -0.9% 136.47
Range 0.97 0.84 -0.13 -13.4% 3.63
ATR 1.74 1.71 -0.02 -1.3% 0.00
Volume 129,764,094 142,867,688 13,103,594 10.1% 621,977,196
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 139.17 138.66 136.93
R3 138.33 137.82 136.70
R2 137.49 137.49 136.62
R1 136.98 136.98 136.55 136.82
PP 136.65 136.65 136.65 136.57
S1 136.14 136.14 136.39 135.98
S2 135.81 135.81 136.32
S3 134.97 135.30 136.24
S4 134.13 134.46 136.01
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 147.29 145.51 138.47
R3 143.66 141.88 137.47
R2 140.03 140.03 137.14
R1 138.25 138.25 136.80 139.14
PP 136.40 136.40 136.40 136.85
S1 134.62 134.62 136.14 135.51
S2 132.77 132.77 135.80
S3 129.14 130.99 135.47
S4 125.51 127.36 134.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.18 134.55 3.63 2.7% 1.30 1.0% 53% False False 124,395,439
10 138.18 132.60 5.58 4.1% 1.48 1.1% 69% False False 130,975,033
20 138.18 130.85 7.33 5.4% 1.40 1.0% 77% False False 135,256,715
40 138.18 127.14 11.04 8.1% 1.70 1.2% 85% False False 156,352,955
60 141.66 127.14 14.52 10.6% 1.70 1.2% 64% False False 163,609,176
80 142.21 127.14 15.07 11.0% 1.62 1.2% 62% False False 161,452,981
100 142.21 127.14 15.07 11.0% 1.50 1.1% 62% False False 157,082,912
120 142.21 127.14 15.07 11.0% 1.42 1.0% 62% False False 154,760,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 140.73
2.618 139.36
1.618 138.52
1.000 138.00
0.618 137.68
HIGH 137.16
0.618 136.84
0.500 136.74
0.382 136.64
LOW 136.32
0.618 135.80
1.000 135.48
1.618 134.96
2.618 134.12
4.250 132.75
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 136.74 137.07
PP 136.65 136.87
S1 136.56 136.67

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

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