SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 103.64 103.13 -0.51 -0.5% 108.03
High 104.37 106.24 1.87 1.8% 108.32
Low 101.88 103.02 1.14 1.1% 101.13
Close 102.87 106.11 3.24 3.1% 102.20
Range 2.49 3.22 0.73 29.3% 7.19
ATR 2.24 2.32 0.08 3.6% 0.00
Volume 255,795,175 253,435,807 -2,359,368 -0.9% 1,441,517,714
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 114.78 113.67 107.88
R3 111.56 110.45 106.99
R2 108.34 108.34 106.70
R1 107.23 107.23 106.40 107.78
PP 105.12 105.12 105.12 105.40
S1 104.01 104.01 105.81 104.56
S2 101.90 101.90 105.52
S3 98.68 100.79 105.22
S4 95.46 97.57 104.34
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
5 106.24 101.13 5.11 4.8% 2.37 2.2% 97% True False 281,701,363
10 110.03 101.13 8.90 8.4% 2.05 1.9% 56% False False 271,129,596
20 113.20 101.13 12.07 11.4% 1.96 1.8% 41% False False 253,021,306
40 117.68 101.13 16.55 15.6% 2.20 2.1% 30% False False 291,830,560
60 122.12 101.13 20.99 19.8% 2.21 2.1% 24% False False 287,620,678
80 122.12 101.13 20.99 19.8% 1.93 1.8% 24% False False 257,098,000
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 0.40
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 119.93
2.618 114.67
1.618 111.45
1.000 109.46
0.618 108.23
HIGH 106.24
0.618 105.01
0.500 104.63
0.382 104.25
LOW 103.02
0.618 101.03
1.000 99.80
1.618 97.81
2.618 94.59
4.250 89.34
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 105.62 105.38
PP 105.12 104.66
S1 104.63 103.93

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

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