SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 103.92 103.15 -0.77 -0.7% 113.12
High 104.88 103.49 -1.39 -1.3% 113.20
Low 102.88 101.13 -1.75 -1.7% 106.77
Close 103.22 102.76 -0.46 -0.4% 107.87
Range 2.00 2.36 0.36 18.0% 6.43
ATR 2.25 2.26 0.01 0.4% 0.00
Volume 283,331,310 382,652,840 99,321,530 35.1% 1,212,480,697
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 109.54 108.51 104.06
R3 107.18 106.15 103.41
R2 104.82 104.82 103.19
R1 103.79 103.79 102.98 103.13
PP 102.46 102.46 102.46 102.13
S1 101.43 101.43 102.54 100.77
S2 100.10 100.10 102.33
S3 97.74 99.07 102.11
S4 95.38 96.71 101.46
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
5 108.42 101.13 7.29 7.1% 1.94 1.9% 22% False True 289,187,769
10 113.20 101.13 12.07 11.7% 1.86 1.8% 14% False True 259,452,848
20 113.20 101.13 12.07 11.7% 1.95 1.9% 14% False True 266,765,447
40 117.68 101.13 16.55 16.1% 2.47 2.4% 10% False True 314,989,819
60 122.12 101.13 20.99 20.4% 2.13 2.1% 8% False True 281,935,315
80 122.12 101.13 20.99 20.4% 1.87 1.8% 8% False True 254,168,885
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.52
2.618 109.67
1.618 107.31
1.000 105.85
0.618 104.95
HIGH 103.49
0.618 102.59
0.500 102.31
0.382 102.03
LOW 101.13
0.618 99.67
1.000 98.77
1.618 97.31
2.618 94.95
4.250 91.10
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 102.61 103.60
PP 102.46 103.32
S1 102.31 103.04

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

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