SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 103.15 103.11 -0.04 0.0% 108.03
High 103.49 103.42 -0.07 -0.1% 108.32
Low 101.13 101.62 0.49 0.5% 101.13
Close 102.76 102.20 -0.56 -0.5% 102.20
Range 2.36 1.80 -0.56 -23.7% 7.19
ATR 2.26 2.22 -0.03 -1.4% 0.00
Volume 382,652,840 233,291,686 -149,361,154 -39.0% 1,441,517,714
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 107.81 106.81 103.19
R3 106.01 105.01 102.70
R2 104.21 104.21 102.53
R1 103.21 103.21 102.37 102.81
PP 102.41 102.41 102.41 102.22
S1 101.41 101.41 102.04 101.01
S2 100.61 100.61 101.87
S3 98.81 99.61 101.71
S4 97.01 97.81 101.21
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 125.45 121.02 106.15
R3 118.26 113.83 104.18
R2 111.07 111.07 103.52
R1 106.64 106.64 102.86 105.26
PP 103.88 103.88 103.88 103.20
S1 99.45 99.45 101.54 98.07
S2 96.69 96.69 100.88
S3 89.50 92.26 100.22
S4 82.31 85.07 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.32 101.13 7.19 7.0% 1.97 1.9% 15% False False 288,303,542
10 113.20 101.13 12.07 11.8% 1.97 1.9% 9% False False 265,399,841
20 113.20 101.13 12.07 11.8% 1.89 1.9% 9% False False 258,651,838
40 117.68 101.13 16.55 16.2% 2.21 2.2% 6% False False 304,918,549
60 122.12 101.13 20.99 20.5% 2.14 2.1% 5% False False 283,181,909
80 122.12 101.13 20.99 20.5% 1.88 1.8% 5% False False 254,761,854
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.07
2.618 108.13
1.618 106.33
1.000 105.22
0.618 104.53
HIGH 103.42
0.618 102.73
0.500 102.52
0.382 102.31
LOW 101.62
0.618 100.51
1.000 99.82
1.618 98.71
2.618 96.91
4.250 93.97
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 102.52 103.01
PP 102.41 102.74
S1 102.31 102.47

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

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