SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 128.77 128.85 0.08 0.1% 130.09
High 129.93 128.93 -1.00 -0.8% 130.36
Low 128.46 127.26 -1.20 -0.9% 127.26
Close 129.40 127.60 -1.80 -1.4% 127.60
Range 1.47 1.67 0.20 13.6% 3.10
ATR 1.48 1.53 0.05 3.2% 0.00
Volume 160,864,844 238,591,516 77,726,672 48.3% 939,321,204
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.94 131.94 128.52
R3 131.27 130.27 128.06
R2 129.60 129.60 127.91
R1 128.60 128.60 127.75 128.27
PP 127.93 127.93 127.93 127.76
S1 126.93 126.93 127.45 126.60
S2 126.26 126.26 127.29
S3 124.59 125.26 127.14
S4 122.92 123.59 126.68
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 137.71 135.75 129.31
R3 134.61 132.65 128.45
R2 131.51 131.51 128.17
R1 129.55 129.55 127.88 128.98
PP 128.41 128.41 128.41 128.12
S1 126.45 126.45 127.32 125.88
S2 125.31 125.31 127.03
S3 122.21 123.35 126.75
S4 119.11 120.25 125.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.36 127.26 3.10 2.4% 1.37 1.1% 11% False True 187,864,240
10 134.92 127.26 7.66 6.0% 1.46 1.1% 4% False True 183,640,663
20 135.34 127.26 8.08 6.3% 1.47 1.2% 4% False True 169,058,120
40 137.18 127.26 9.92 7.8% 1.36 1.1% 3% False True 159,931,277
60 137.18 127.10 10.08 7.9% 1.27 1.0% 5% False False 156,527,291
80 137.18 125.28 11.90 9.3% 1.38 1.1% 19% False False 172,562,920
100 137.18 125.28 11.90 9.3% 1.34 1.0% 19% False False 167,170,057
120 137.18 123.98 13.20 10.3% 1.25 1.0% 27% False False 156,728,112
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 7 trading days
Fibonacci Retracements and Extensions
4.250 136.03
2.618 133.30
1.618 131.63
1.000 130.60
0.618 129.96
HIGH 128.93
0.618 128.29
0.500 128.10
0.382 127.90
LOW 127.26
0.618 126.23
1.000 125.59
1.618 124.56
2.618 122.89
4.250 120.16
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 128.10 128.60
PP 127.93 128.26
S1 127.77 127.93

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

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