SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 108.03 106.02 -2.01 -1.9% 113.12
High 108.32 106.07 -2.25 -2.1% 113.20
Low 107.14 103.55 -3.59 -3.4% 106.77
Close 107.53 104.21 -3.32 -3.1% 107.87
Range 1.18 2.52 1.34 113.6% 6.43
ATR 2.14 2.27 0.13 6.2% 0.00
Volume 168,917,008 373,324,870 204,407,862 121.0% 1,212,480,697
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 112.17 110.71 105.60
R3 109.65 108.19 104.90
R2 107.13 107.13 104.67
R1 105.67 105.67 104.44 105.14
PP 104.61 104.61 104.61 104.35
S1 103.15 103.15 103.98 102.62
S2 102.09 102.09 103.75
S3 99.57 100.63 103.52
S4 97.05 98.11 102.82
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
5 110.03 103.55 6.48 6.2% 1.72 1.6% 10% False True 260,557,829
10 113.20 103.55 9.65 9.3% 1.68 1.6% 7% False True 240,774,102
20 113.20 103.55 9.65 9.3% 1.94 1.9% 7% False True 256,790,670
40 119.03 103.55 15.48 14.9% 2.46 2.4% 4% False True 315,563,639
60 122.12 103.55 18.57 17.8% 2.09 2.0% 4% False True 275,746,160
80 122.12 103.55 18.57 17.8% 1.84 1.8% 4% False True 249,206,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 116.78
2.618 112.67
1.618 110.15
1.000 108.59
0.618 107.63
HIGH 106.07
0.618 105.11
0.500 104.81
0.382 104.51
LOW 103.55
0.618 101.99
1.000 101.03
1.618 99.47
2.618 96.95
4.250 92.84
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 104.81 105.99
PP 104.61 105.39
S1 104.41 104.80

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

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