SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 108.08 110.65 2.57 2.4% 108.52
High 110.34 111.06 0.72 0.7% 110.80
Low 107.51 109.58 2.07 1.9% 104.38
Close 110.33 110.71 0.38 0.3% 109.37
Range 2.83 1.48 -1.35 -47.7% 6.42
ATR 2.79 2.70 -0.09 -3.4% 0.00
Volume 240,017,261 226,471,356 -13,545,905 -5.6% 1,611,872,120
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 114.89 114.28 111.52
R3 113.41 112.80 111.12
R2 111.93 111.93 110.98
R1 111.32 111.32 110.85 111.63
PP 110.45 110.45 110.45 110.60
S1 109.84 109.84 110.57 110.15
S2 108.97 108.97 110.44
S3 107.49 108.36 110.30
S4 106.01 106.88 109.90
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 127.44 124.83 112.90
R3 121.02 118.41 111.13
R2 114.60 114.60 110.55
R1 111.99 111.99 109.96 113.29
PP 108.18 108.18 108.18 108.84
S1 105.57 105.57 108.78 106.87
S2 101.76 101.76 108.19
S3 95.34 99.15 107.60
S4 88.92 92.73 105.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.06 107.37 3.69 3.3% 2.16 1.9% 91% True False 268,376,355
10 111.06 104.38 6.68 6.0% 2.51 2.3% 95% True False 338,562,878
20 117.68 104.38 13.30 12.0% 2.99 2.7% 48% False False 363,214,192
40 122.12 104.38 17.74 16.0% 2.22 2.0% 36% False False 289,520,249
60 122.12 104.38 17.74 16.0% 1.85 1.7% 36% False False 249,970,032
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 117.35
2.618 114.93
1.618 113.45
1.000 112.54
0.618 111.97
HIGH 111.06
0.618 110.49
0.500 110.32
0.382 110.15
LOW 109.58
0.618 108.67
1.000 108.10
1.618 107.19
2.618 105.71
4.250 103.29
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 110.58 110.21
PP 110.45 109.71
S1 110.32 109.22

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

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