SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 106.02 103.92 -2.10 -2.0% 113.12
High 106.07 104.88 -1.19 -1.1% 113.20
Low 103.55 102.88 -0.67 -0.6% 106.77
Close 104.21 103.22 -0.99 -1.0% 107.87
Range 2.52 2.00 -0.52 -20.6% 6.43
ATR 2.27 2.25 -0.02 -0.8% 0.00
Volume 373,324,870 283,331,310 -89,993,560 -24.1% 1,212,480,697
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 109.66 108.44 104.32
R3 107.66 106.44 103.77
R2 105.66 105.66 103.59
R1 104.44 104.44 103.40 104.05
PP 103.66 103.66 103.66 103.47
S1 102.44 102.44 103.04 102.05
S2 101.66 101.66 102.85
S3 99.66 100.44 102.67
S4 97.66 98.44 102.12
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
5 108.83 102.88 5.95 5.8% 1.81 1.8% 6% False True 266,317,546
10 113.20 102.88 10.32 10.0% 1.75 1.7% 3% False True 247,494,820
20 113.20 102.88 10.32 10.0% 1.90 1.8% 3% False True 258,956,372
40 117.80 102.88 14.92 14.5% 2.45 2.4% 2% False True 313,642,160
60 122.12 102.88 19.24 18.6% 2.11 2.0% 2% False True 278,631,765
80 122.12 102.88 19.24 18.6% 1.85 1.8% 2% False True 251,316,090
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.38
2.618 110.12
1.618 108.12
1.000 106.88
0.618 106.12
HIGH 104.88
0.618 104.12
0.500 103.88
0.382 103.64
LOW 102.88
0.618 101.64
1.000 100.88
1.618 99.64
2.618 97.64
4.250 94.38
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 103.88 105.60
PP 103.66 104.81
S1 103.44 104.01

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

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