SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	138.49	138.70	0.21	0.2%	134.47
High	138.87	138.73	-0.14	-0.1%	139.07
Low	137.71	137.40	-0.31	-0.2%	133.03
Close	137.71	137.59	-0.12	-0.1%	138.68
Range	1.16	1.33	0.17	14.7%	6.04
ATR	1.80	1.76	-0.03	-1.9%	0.00
Volume	120,529,336	138,238,922	17,709,586	14.7%	840,540,601

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.90	141.07	138.32
R3	140.57	139.74	137.96
R2	139.24	139.24	137.83
R1	138.41	138.41	137.71	138.16
PP	137.91	137.91	137.91	137.78
S1	137.08	137.08	137.47	136.83
S2	136.58	136.58	137.35
S3	135.25	135.75	137.22
S4	133.92	134.42	136.86

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	135.26	4.08	3.0%	1.54	1.1%	57%	False	False	151,741,167
10	139.34	133.03	6.31	4.6%	1.47	1.1%	72%	False	False	147,870,100
20	139.34	132.60	6.74	4.9%	1.51	1.1%	74%	False	False	139,721,191
40	139.34	129.93	9.41	6.8%	1.62	1.2%	81%	False	False	150,680,110
60	139.34	127.14	12.20	8.9%	1.73	1.3%	86%	False	False	165,380,521
80	141.66	127.14	14.52	10.6%	1.64	1.2%	72%	False	False	161,928,910
100	142.21	127.14	15.07	11.0%	1.54	1.1%	69%	False	False	157,374,571
120	142.21	127.14	15.07	11.0%	1.46	1.1%	69%	False	False	155,421,852

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	144.38
2.618	142.21
1.618	140.88
1.000	140.06
0.618	139.55
HIGH	138.73
0.618	138.22
0.500	138.07
0.382	137.91
LOW	137.40
0.618	136.58
1.000	136.07
1.618	135.25
2.618	133.92
4.250	131.75

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	138.07	138.37
PP	137.91	138.11
S1	137.75	137.85

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols