SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 134.51 131.96 -2.55 -1.9% 131.98
High 134.92 132.24 -2.68 -2.0% 133.87
Low 131.76 130.96 -0.80 -0.6% 131.38
Close 131.87 131.73 -0.14 -0.1% 133.51
Range 3.16 1.28 -1.88 -59.5% 2.49
ATR 1.55 1.53 -0.02 -1.2% 0.00
Volume 176,642,297 200,396,781 23,754,484 13.4% 744,463,040
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 135.48 134.89 132.43
R3 134.20 133.61 132.08
R2 132.92 132.92 131.96
R1 132.33 132.33 131.85 131.99
PP 131.64 131.64 131.64 131.47
S1 131.05 131.05 131.61 130.71
S2 130.36 130.36 131.50
S3 129.08 129.77 131.38
S4 127.80 128.49 131.03
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
5 134.92 130.96 3.96 3.0% 1.58 1.2% 19% False True 165,054,417
10 135.03 130.96 4.07 3.1% 1.50 1.1% 19% False True 158,180,849
20 136.11 130.96 5.15 3.9% 1.58 1.2% 15% False True 161,245,831
40 137.18 129.51 7.67 5.8% 1.34 1.0% 29% False False 152,668,256
60 137.18 125.28 11.90 9.0% 1.33 1.0% 54% False False 165,948,821
80 137.18 125.28 11.90 9.0% 1.36 1.0% 54% False False 167,467,285
100 137.18 125.28 11.90 9.0% 1.30 1.0% 54% False False 162,435,967
120 137.18 123.73 13.45 10.2% 1.22 0.9% 59% False False 154,260,242
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.68
2.618 135.59
1.618 134.31
1.000 133.52
0.618 133.03
HIGH 132.24
0.618 131.75
0.500 131.60
0.382 131.45
LOW 130.96
0.618 130.17
1.000 129.68
1.618 128.89
2.618 127.61
4.250 125.52
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 131.69 132.94
PP 131.64 132.54
S1 131.60 132.13

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

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