SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 105.57 107.24 1.67 1.6% 108.35
High 106.83 108.28 1.45 1.4% 111.06
Low 104.65 105.60 0.95 0.9% 106.47
Close 106.62 106.05 -0.57 -0.5% 106.82
Range 2.18 2.68 0.50 22.9% 4.60
ATR 2.72 2.72 0.00 -0.1% 0.00
Volume 357,539,060 267,757,004 -89,782,056 -25.1% 1,139,492,717
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 114.68 113.05 107.52
R3 112.00 110.37 106.79
R2 109.32 109.32 106.54
R1 107.69 107.69 106.30 107.17
PP 106.64 106.64 106.64 106.38
S1 105.01 105.01 105.80 104.49
S2 103.96 103.96 105.56
S3 101.28 102.33 105.31
S4 98.60 99.65 104.58
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 121.90 118.96 109.35
R3 117.31 114.36 108.08
R2 112.71 112.71 107.66
R1 109.77 109.77 107.24 108.94
PP 108.12 108.12 108.12 107.70
S1 105.17 105.17 106.40 104.35
S2 103.52 103.52 105.98
S3 98.93 100.58 105.56
S4 94.33 95.98 104.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.06 104.65 6.41 6.0% 2.28 2.2% 22% False False 302,326,767
10 111.06 104.65 6.41 6.0% 2.33 2.2% 22% False False 297,600,177
20 117.68 104.38 13.30 12.5% 2.46 2.3% 13% False False 328,315,557
40 122.12 104.38 17.74 16.7% 2.38 2.2% 9% False False 308,489,963
60 122.12 104.38 17.74 16.7% 1.95 1.8% 9% False False 260,477,291
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 0.65
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.67
2.618 115.30
1.618 112.62
1.000 110.96
0.618 109.94
HIGH 108.28
0.618 107.26
0.500 106.94
0.382 106.62
LOW 105.60
0.618 103.94
1.000 102.92
1.618 101.26
2.618 98.58
4.250 94.21
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 106.94 106.47
PP 106.64 106.33
S1 106.35 106.19

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

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