SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 134.21 135.89 1.68 1.3% 135.44
High 134.56 136.46 1.90 1.4% 138.18
Low 133.25 135.26 2.01 1.5% 134.55
Close 133.96 136.17 2.21 1.6% 136.47
Range 1.31 1.20 -0.11 -8.4% 3.63
ATR 1.77 1.83 0.05 2.9% 0.00
Volume 129,069,773 156,443,844 27,374,071 21.2% 621,977,196
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 139.56 139.07 136.83
R3 138.36 137.87 136.50
R2 137.16 137.16 136.39
R1 136.67 136.67 136.28 136.92
PP 135.96 135.96 135.96 136.09
S1 135.47 135.47 136.06 135.72
S2 134.76 134.76 135.95
S3 133.56 134.27 135.84
S4 132.36 133.07 135.51
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
5 137.16 133.03 4.13 3.0% 1.44 1.1% 76% False False 149,334,982
10 138.18 133.03 5.15 3.8% 1.49 1.1% 61% False False 135,540,854
20 138.18 131.28 6.90 5.1% 1.45 1.1% 71% False False 139,162,325
40 138.18 127.14 11.04 8.1% 1.67 1.2% 82% False False 156,008,380
60 140.46 127.14 13.32 9.8% 1.72 1.3% 68% False False 165,112,710
80 141.88 127.14 14.74 10.8% 1.63 1.2% 61% False False 161,494,309
100 142.21 127.14 15.07 11.1% 1.52 1.1% 60% False False 157,203,581
120 142.21 127.14 15.07 11.1% 1.44 1.1% 60% False False 154,821,779
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.56
2.618 139.60
1.618 138.40
1.000 137.66
0.618 137.20
HIGH 136.46
0.618 136.00
0.500 135.86
0.382 135.72
LOW 135.26
0.618 134.52
1.000 134.06
1.618 133.32
2.618 132.12
4.250 130.16
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 136.07 135.70
PP 135.96 135.22
S1 135.86 134.75

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

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