SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 108.19 110.52 2.33 2.2% 107.20
High 109.75 111.12 1.37 1.2% 109.75
Low 108.12 109.40 1.28 1.2% 104.65
Close 109.68 109.51 -0.17 -0.2% 109.68
Range 1.63 1.72 0.09 5.5% 5.10
ATR 2.67 2.61 -0.07 -2.5% 0.00
Volume 214,063,046 206,978,534 -7,084,512 -3.3% 1,421,371,715
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 115.17 114.06 110.46
R3 113.45 112.34 109.98
R2 111.73 111.73 109.82
R1 110.62 110.62 109.67 110.31
PP 110.01 110.01 110.01 109.86
S1 108.90 108.90 109.35 108.59
S2 108.29 108.29 109.19
S3 106.57 107.18 109.04
S4 104.85 105.46 108.56
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
5 111.12 104.65 6.47 5.9% 2.14 2.0% 75% True False 272,809,536
10 111.12 104.65 6.47 5.9% 2.27 2.1% 75% True False 276,784,296
20 115.22 104.38 10.84 9.9% 2.46 2.2% 47% False False 324,488,818
40 122.12 104.38 17.74 16.2% 2.42 2.2% 29% False False 310,174,961
60 122.12 104.38 17.74 16.2% 2.00 1.8% 29% False False 263,755,305
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 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.43
2.618 115.62
1.618 113.90
1.000 112.84
0.618 112.18
HIGH 111.12
0.618 110.46
0.500 110.26
0.382 110.06
LOW 109.40
0.618 108.34
1.000 107.68
1.618 106.62
2.618 104.90
4.250 102.09
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 110.26 109.32
PP 110.01 109.13
S1 109.76 108.95

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

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