SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 131.96 130.15 -1.81 -1.4% 134.77
High 132.24 131.42 -0.82 -0.6% 134.92
Low 130.96 130.08 -0.88 -0.7% 130.08
Close 131.73 130.42 -1.31 -1.0% 130.42
Range 1.28 1.34 0.06 4.7% 4.84
ATR 1.53 1.54 0.01 0.6% 0.00
Volume 200,396,781 234,627,484 34,230,703 17.1% 776,232,359
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 134.66 133.88 131.16
R3 133.32 132.54 130.79
R2 131.98 131.98 130.67
R1 131.20 131.20 130.54 131.59
PP 130.64 130.64 130.64 130.84
S1 129.86 129.86 130.30 130.25
S2 129.30 129.30 130.17
S3 127.96 128.52 130.05
S4 126.62 127.18 129.68
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 146.33 143.21 133.08
R3 141.49 138.37 131.75
R2 136.65 136.65 131.31
R1 133.53 133.53 130.86 132.67
PP 131.81 131.81 131.81 131.38
S1 128.69 128.69 129.98 127.83
S2 126.97 126.97 129.53
S3 122.13 123.85 129.09
S4 117.29 119.01 127.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.92 130.08 4.84 3.7% 1.55 1.2% 7% False True 179,417,085
10 134.92 130.08 4.84 3.7% 1.52 1.2% 7% False True 169,773,061
20 136.11 130.08 6.03 4.6% 1.55 1.2% 6% False True 162,316,882
40 137.18 129.51 7.67 5.9% 1.35 1.0% 12% False False 155,528,273
60 137.18 125.28 11.90 9.1% 1.34 1.0% 43% False False 167,296,894
80 137.18 125.28 11.90 9.1% 1.36 1.0% 43% False False 169,164,418
100 137.18 125.28 11.90 9.1% 1.31 1.0% 43% False False 163,560,259
120 137.18 123.75 13.43 10.3% 1.23 0.9% 50% False False 155,236,700
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.12
2.618 134.93
1.618 133.59
1.000 132.76
0.618 132.25
HIGH 131.42
0.618 130.91
0.500 130.75
0.382 130.59
LOW 130.08
0.618 129.25
1.000 128.74
1.618 127.91
2.618 126.57
4.250 124.39
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 130.75 132.50
PP 130.64 131.81
S1 130.53 131.11

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

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