SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 128.85 127.89 -0.96 -0.7% 130.09
High 128.93 128.24 -0.69 -0.5% 130.36
Low 127.26 127.05 -0.21 -0.2% 127.26
Close 127.60 127.70 0.10 0.1% 127.60
Range 1.67 1.19 -0.48 -28.7% 3.10
ATR 1.53 1.51 -0.02 -1.6% 0.00
Volume 238,591,516 181,974,016 -56,617,500 -23.7% 939,321,204
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 131.23 130.66 128.35
R3 130.04 129.47 128.03
R2 128.85 128.85 127.92
R1 128.28 128.28 127.81 127.97
PP 127.66 127.66 127.66 127.51
S1 127.09 127.09 127.59 126.78
S2 126.47 126.47 127.48
S3 125.28 125.90 127.37
S4 124.09 124.71 127.05
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
5 130.07 127.05 3.02 2.4% 1.31 1.0% 22% False True 188,284,850
10 134.92 127.05 7.87 6.2% 1.49 1.2% 8% False True 189,752,757
20 135.03 127.05 7.98 6.2% 1.44 1.1% 8% False True 170,291,592
40 137.18 127.05 10.13 7.9% 1.35 1.1% 6% False True 160,452,535
60 137.18 127.05 10.13 7.9% 1.27 1.0% 6% False True 155,327,472
80 137.18 125.28 11.90 9.3% 1.39 1.1% 20% False False 173,212,111
100 137.18 125.28 11.90 9.3% 1.33 1.0% 20% False False 167,473,647
120 137.18 124.87 12.31 9.6% 1.25 1.0% 23% False False 157,253,230
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133.30
2.618 131.36
1.618 130.17
1.000 129.43
0.618 128.98
HIGH 128.24
0.618 127.79
0.500 127.65
0.382 127.50
LOW 127.05
0.618 126.31
1.000 125.86
1.618 125.12
2.618 123.93
4.250 121.99
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 127.68 128.49
PP 127.66 128.23
S1 127.65 127.96

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

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