SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 129.70 128.76 -0.94 -0.7% 134.77
High 130.07 129.19 -0.88 -0.7% 134.92
Low 128.85 128.18 -0.67 -0.5% 130.08
Close 128.96 128.42 -0.54 -0.4% 130.42
Range 1.22 1.01 -0.21 -17.2% 4.84
ATR 1.52 1.48 -0.04 -2.4% 0.00
Volume 161,598,703 198,395,172 36,796,469 22.8% 776,232,359
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 131.63 131.03 128.98
R3 130.62 130.02 128.70
R2 129.61 129.61 128.61
R1 129.01 129.01 128.51 128.81
PP 128.60 128.60 128.60 128.49
S1 128.00 128.00 128.33 127.80
S2 127.59 127.59 128.23
S3 126.58 126.99 128.14
S4 125.57 125.98 127.86
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
5 132.24 128.18 4.06 3.2% 1.27 1.0% 6% False True 194,977,821
10 134.92 128.18 6.74 5.2% 1.45 1.1% 4% False True 174,653,838
20 135.69 128.18 7.51 5.8% 1.50 1.2% 3% False True 166,978,212
40 137.18 128.18 9.00 7.0% 1.33 1.0% 3% False True 158,024,135
60 137.18 125.28 11.90 9.3% 1.32 1.0% 26% False False 163,601,759
80 137.18 125.28 11.90 9.3% 1.36 1.1% 26% False False 170,331,945
100 137.18 125.28 11.90 9.3% 1.32 1.0% 26% False False 165,493,874
120 137.18 123.75 13.43 10.5% 1.23 1.0% 35% False False 156,060,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.48
2.618 131.83
1.618 130.82
1.000 130.20
0.618 129.81
HIGH 129.19
0.618 128.80
0.500 128.69
0.382 128.57
LOW 128.18
0.618 127.56
1.000 127.17
1.618 126.55
2.618 125.54
4.250 123.89
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 128.69 129.27
PP 128.60 128.99
S1 128.51 128.70

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

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