SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 134.77 134.51 -0.26 -0.2% 131.98
High 134.92 134.92 0.00 0.0% 133.87
Low 133.84 131.76 -2.08 -1.6% 131.38
Close 134.90 131.87 -3.03 -2.2% 133.51
Range 1.08 3.16 2.08 192.6% 2.49
ATR 1.43 1.55 0.12 8.7% 0.00
Volume 164,565,797 176,642,297 12,076,500 7.3% 744,463,040
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 142.33 140.26 133.61
R3 139.17 137.10 132.74
R2 136.01 136.01 132.45
R1 133.94 133.94 132.16 133.40
PP 132.85 132.85 132.85 132.58
S1 130.78 130.78 131.58 130.24
S2 129.69 129.69 131.29
S3 126.53 127.62 131.00
S4 123.37 124.46 130.13
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 140.39 139.44 134.88
R3 137.90 136.95 134.19
R2 135.41 135.41 133.97
R1 134.46 134.46 133.74 134.94
PP 132.92 132.92 132.92 133.16
S1 131.97 131.97 133.28 132.45
S2 130.43 130.43 133.05
S3 127.94 129.48 132.83
S4 125.45 126.99 132.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.92 131.38 3.54 2.7% 1.63 1.2% 14% True False 154,329,854
10 135.03 131.38 3.65 2.8% 1.52 1.2% 13% False False 151,505,104
20 136.11 131.38 4.73 3.6% 1.59 1.2% 10% False False 160,364,041
40 137.18 129.51 7.67 5.8% 1.33 1.0% 31% False False 150,679,338
60 137.18 125.28 11.90 9.0% 1.35 1.0% 55% False False 165,516,096
80 137.18 125.28 11.90 9.0% 1.35 1.0% 55% False False 166,366,442
100 137.18 125.28 11.90 9.0% 1.31 1.0% 55% False False 161,991,604
120 137.18 123.15 14.03 10.6% 1.22 0.9% 62% False False 153,616,364
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 0.28
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 148.35
2.618 143.19
1.618 140.03
1.000 138.08
0.618 136.87
HIGH 134.92
0.618 133.71
0.500 133.34
0.382 132.97
LOW 131.76
0.618 129.81
1.000 128.60
1.618 126.65
2.618 123.49
4.250 118.33
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 133.34 133.34
PP 132.85 132.85
S1 132.36 132.36

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

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