SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 107.86 108.19 0.33 0.3% 107.20
High 109.28 109.75 0.47 0.4% 109.75
Low 106.77 108.12 1.35 1.3% 104.65
Close 109.15 109.68 0.53 0.5% 109.68
Range 2.51 1.63 -0.88 -35.1% 5.10
ATR 2.76 2.67 -0.08 -2.9% 0.00
Volume 317,710,040 214,063,046 -103,646,994 -32.6% 1,421,371,715
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 114.07 113.51 110.58
R3 112.44 111.88 110.13
R2 110.81 110.81 109.98
R1 110.25 110.25 109.83 110.53
PP 109.18 109.18 109.18 109.33
S1 108.62 108.62 109.53 108.90
S2 107.55 107.55 109.38
S3 105.92 106.99 109.23
S4 104.29 105.36 108.78
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 123.33 121.60 112.49
R3 118.23 116.50 111.08
R2 113.13 113.13 110.62
R1 111.40 111.40 110.15 112.27
PP 108.03 108.03 108.03 108.46
S1 106.30 106.30 109.21 107.17
S2 102.93 102.93 108.75
S3 97.83 101.20 108.28
S4 92.73 96.10 106.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.75 104.65 5.10 4.6% 2.24 2.0% 99% True False 284,274,343
10 111.06 104.65 6.41 5.8% 2.28 2.1% 78% False False 285,839,856
20 115.33 104.38 10.95 10.0% 2.50 2.3% 48% False False 331,416,726
40 122.12 104.38 17.74 16.2% 2.44 2.2% 30% False False 314,159,993
60 122.12 104.38 17.74 16.2% 1.98 1.8% 30% False False 263,577,356
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.63
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116.68
2.618 114.02
1.618 112.39
1.000 111.38
0.618 110.76
HIGH 109.75
0.618 109.13
0.500 108.94
0.382 108.74
LOW 108.12
0.618 107.11
1.000 106.49
1.618 105.48
2.618 103.85
4.250 101.19
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 109.43 109.01
PP 109.18 108.34
S1 108.94 107.68

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

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