SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	140.64	141.15	0.51	0.4%	139.72
High	141.19	142.16	0.97	0.7%	140.92
Low	140.55	140.80	0.25	0.2%	139.56
Close	140.95	141.99	1.04	0.7%	140.84
Range	0.64	1.36	0.72	112.5%	1.36
ATR	1.43	1.43	-0.01	-0.4%	0.00
Volume	71,043,133	111,987,547	40,944,414	57.6%	475,320,009

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	145.73	145.22	142.74
R3	144.37	143.86	142.36
R2	143.01	143.01	142.24
R1	142.50	142.50	142.11	142.76
PP	141.65	141.65	141.65	141.78
S1	141.14	141.14	141.87	141.40
S2	140.29	140.29	141.74
S3	138.93	139.78	141.62
S4	137.57	138.42	141.24

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	144.52	144.04	141.59
R3	143.16	142.68	141.21
R2	141.80	141.80	141.09
R1	141.32	141.32	140.96	141.56
PP	140.44	140.44	140.44	140.56
S1	139.96	139.96	140.72	140.20
S2	139.08	139.08	140.59
S3	137.72	138.60	140.47
S4	136.36	137.24	140.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142.16	139.81	2.35	1.7%	0.98	0.7%	93%	True	False	92,881,359
10	142.16	136.68	5.48	3.9%	1.09	0.8%	97%	True	False	99,776,036
20	142.16	133.03	9.13	6.4%	1.33	0.9%	98%	True	False	127,308,538
40	142.16	130.85	11.31	8.0%	1.43	1.0%	98%	True	False	132,840,704
60	142.16	127.14	15.02	10.6%	1.60	1.1%	99%	True	False	147,702,416
80	142.16	127.14	15.02	10.6%	1.60	1.1%	99%	True	False	154,625,958
100	142.21	127.14	15.07	10.6%	1.56	1.1%	99%	False	False	154,391,890
120	142.21	127.14	15.07	10.6%	1.47	1.0%	99%	False	False	152,007,237

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	147.94
2.618	145.72
1.618	144.36
1.000	143.52
0.618	143.00
HIGH	142.16
0.618	141.64
0.500	141.48
0.382	141.32
LOW	140.80
0.618	139.96
1.000	139.44
1.618	138.60
2.618	137.24
4.250	135.02

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	141.82	141.75
PP	141.65	141.51
S1	141.48	141.27

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