SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 138.52 138.49 -0.03 0.0% 134.47
High 139.34 138.87 -0.47 -0.3% 139.07
Low 138.27 137.71 -0.56 -0.4% 133.03
Close 138.68 137.71 -0.97 -0.7% 138.68
Range 1.07 1.16 0.09 8.4% 6.04
ATR 1.84 1.80 -0.05 -2.7% 0.00
Volume 106,760,359 120,529,336 13,768,977 12.9% 840,540,601
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 141.58 140.80 138.35
R3 140.42 139.64 138.03
R2 139.26 139.26 137.92
R1 138.48 138.48 137.82 138.29
PP 138.10 138.10 138.10 138.00
S1 137.32 137.32 137.60 137.13
S2 136.94 136.94 137.50
S3 135.78 136.16 137.39
S4 134.62 135.00 137.07
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 155.05 152.90 142.00
R3 149.01 146.86 140.34
R2 142.97 142.97 139.79
R1 140.82 140.82 139.23 141.90
PP 136.93 136.93 136.93 137.46
S1 134.78 134.78 138.13 135.86
S2 130.89 130.89 137.57
S3 124.85 128.74 137.02
S4 118.81 122.70 135.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.34 133.25 6.09 4.4% 1.53 1.1% 73% False False 149,907,337
10 139.34 133.03 6.31 4.6% 1.50 1.1% 74% False False 145,376,956
20 139.34 132.60 6.74 4.9% 1.50 1.1% 76% False False 136,834,037
40 139.34 127.78 11.56 8.4% 1.62 1.2% 86% False False 151,318,619
60 139.34 127.14 12.20 8.9% 1.72 1.2% 87% False False 165,204,764
80 141.66 127.14 14.52 10.5% 1.65 1.2% 73% False False 161,794,450
100 142.21 127.14 15.07 10.9% 1.54 1.1% 70% False False 157,220,412
120 142.21 127.14 15.07 10.9% 1.46 1.1% 70% False False 155,506,597
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.80
2.618 141.91
1.618 140.75
1.000 140.03
0.618 139.59
HIGH 138.87
0.618 138.43
0.500 138.29
0.382 138.15
LOW 137.71
0.618 136.99
1.000 136.55
1.618 135.83
2.618 134.67
4.250 132.78
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 138.29 137.74
PP 138.10 137.73
S1 137.90 137.72

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

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