SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 128.76 128.77 0.01 0.0% 134.77
High 129.19 129.93 0.74 0.6% 134.92
Low 128.18 128.46 0.28 0.2% 130.08
Close 128.42 129.40 0.98 0.8% 130.42
Range 1.01 1.47 0.46 45.5% 4.84
ATR 1.48 1.48 0.00 0.1% 0.00
Volume 198,395,172 160,864,844 -37,530,328 -18.9% 776,232,359
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 133.67 133.01 130.21
R3 132.20 131.54 129.80
R2 130.73 130.73 129.67
R1 130.07 130.07 129.53 130.40
PP 129.26 129.26 129.26 129.43
S1 128.60 128.60 129.27 128.93
S2 127.79 127.79 129.13
S3 126.32 127.13 129.00
S4 124.85 125.66 128.59
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
5 131.42 128.18 3.24 2.5% 1.31 1.0% 38% False False 187,071,434
10 134.92 128.18 6.74 5.2% 1.44 1.1% 18% False False 176,062,925
20 135.36 128.18 7.18 5.5% 1.48 1.1% 17% False False 165,651,350
40 137.18 128.18 9.00 7.0% 1.35 1.0% 14% False False 158,015,060
60 137.18 125.28 11.90 9.2% 1.30 1.0% 35% False False 160,317,144
80 137.18 125.28 11.90 9.2% 1.37 1.1% 35% False False 171,073,702
100 137.18 125.28 11.90 9.2% 1.33 1.0% 35% False False 165,926,424
120 137.18 123.82 13.36 10.3% 1.24 1.0% 42% False False 155,914,317
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 136.18
2.618 133.78
1.618 132.31
1.000 131.40
0.618 130.84
HIGH 129.93
0.618 129.37
0.500 129.20
0.382 129.02
LOW 128.46
0.618 127.55
1.000 126.99
1.618 126.08
2.618 124.61
4.250 122.21
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 129.33 129.31
PP 129.26 129.22
S1 129.20 129.13

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

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