SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 107.74 108.03 0.29 0.3% 113.12
High 108.42 108.32 -0.10 -0.1% 113.20
Low 106.77 107.14 0.37 0.3% 106.77
Close 107.87 107.53 -0.34 -0.3% 107.87
Range 1.65 1.18 -0.47 -28.5% 6.43
ATR 2.21 2.14 -0.07 -3.3% 0.00
Volume 237,712,817 168,917,008 -68,795,809 -28.9% 1,212,480,697
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 111.20 110.55 108.18
R3 110.02 109.37 107.85
R2 108.84 108.84 107.75
R1 108.19 108.19 107.64 107.93
PP 107.66 107.66 107.66 107.53
S1 107.01 107.01 107.42 106.75
S2 106.48 106.48 107.31
S3 105.30 105.83 107.21
S4 104.12 104.65 106.88
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 128.57 124.65 111.40
R3 122.14 118.22 109.64
R2 115.71 115.71 109.05
R1 111.79 111.79 108.46 110.53
PP 109.28 109.28 109.28 108.65
S1 105.36 105.36 107.28 104.10
S2 102.85 102.85 106.69
S3 96.42 98.93 106.10
S4 89.99 92.50 104.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.90 106.77 5.13 4.8% 1.71 1.6% 15% False False 233,705,484
10 113.20 106.77 6.43 6.0% 1.62 1.5% 12% False False 227,208,582
20 113.20 104.65 8.55 8.0% 1.95 1.8% 34% False False 251,996,439
40 120.68 104.38 16.30 15.2% 2.43 2.3% 19% False False 310,797,556
60 122.12 104.38 17.74 16.5% 2.07 1.9% 18% False False 271,284,441
80 122.12 104.38 17.74 16.5% 1.82 1.7% 18% False False 246,740,172
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.34
2.618 111.41
1.618 110.23
1.000 109.50
0.618 109.05
HIGH 108.32
0.618 107.87
0.500 107.73
0.382 107.59
LOW 107.14
0.618 106.41
1.000 105.96
1.618 105.23
2.618 104.05
4.250 102.13
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 107.73 107.80
PP 107.66 107.71
S1 107.60 107.62

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

View Archives - Comment on this page... - Back to Index of Symbols