SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 107.24 107.86 0.62 0.6% 108.35
High 108.28 109.28 1.00 0.9% 111.06
Low 105.60 106.77 1.17 1.1% 106.47
Close 106.05 109.15 3.10 2.9% 106.82
Range 2.68 2.51 -0.17 -6.3% 4.60
ATR 2.72 2.76 0.04 1.3% 0.00
Volume 267,757,004 317,710,040 49,953,036 18.7% 1,139,492,717
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 115.93 115.05 110.53
R3 113.42 112.54 109.84
R2 110.91 110.91 109.61
R1 110.03 110.03 109.38 110.47
PP 108.40 108.40 108.40 108.62
S1 107.52 107.52 108.92 107.96
S2 105.89 105.89 108.69
S3 103.38 105.01 108.46
S4 100.87 102.50 107.77
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
5 109.33 104.65 4.68 4.3% 2.49 2.3% 96% False False 320,574,503
10 111.06 104.65 6.41 5.9% 2.32 2.1% 70% False False 294,475,429
20 117.68 104.38 13.30 12.2% 2.51 2.3% 36% False False 332,430,753
40 122.12 104.38 17.74 16.3% 2.41 2.2% 27% False False 312,421,589
60 122.12 104.38 17.74 16.3% 1.97 1.8% 27% False False 262,963,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.95
2.618 115.85
1.618 113.34
1.000 111.79
0.618 110.83
HIGH 109.28
0.618 108.32
0.500 108.03
0.382 107.73
LOW 106.77
0.618 105.22
1.000 104.26
1.618 102.71
2.618 100.20
4.250 96.10
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 108.78 108.42
PP 108.40 107.69
S1 108.03 106.97

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

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