SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 127.89 128.87 0.98 0.8% 130.09
High 128.24 129.77 1.53 1.2% 130.36
Low 127.05 128.82 1.77 1.4% 127.26
Close 127.70 129.32 1.62 1.3% 127.60
Range 1.19 0.95 -0.24 -20.2% 3.10
ATR 1.51 1.55 0.04 2.7% 0.00
Volume 181,974,016 160,409,688 -21,564,328 -11.9% 939,321,204
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.15 131.69 129.84
R3 131.20 130.74 129.58
R2 130.25 130.25 129.49
R1 129.79 129.79 129.41 130.02
PP 129.30 129.30 129.30 129.42
S1 128.84 128.84 129.23 129.07
S2 128.35 128.35 129.15
S3 127.40 127.89 129.06
S4 126.45 126.94 128.80
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
5 129.93 127.05 2.88 2.2% 1.26 1.0% 79% False False 188,047,047
10 134.92 127.05 7.87 6.1% 1.48 1.1% 29% False False 189,337,147
20 135.03 127.05 7.98 6.2% 1.40 1.1% 28% False False 171,230,903
40 137.18 127.05 10.13 7.8% 1.35 1.0% 22% False False 160,212,647
60 137.18 127.05 10.13 7.8% 1.26 1.0% 22% False False 154,172,969
80 137.18 125.28 11.90 9.2% 1.39 1.1% 34% False False 173,845,210
100 137.18 125.28 11.90 9.2% 1.33 1.0% 34% False False 167,322,634
120 137.18 125.04 12.14 9.4% 1.25 1.0% 35% False False 157,799,571
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 0.26
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133.81
2.618 132.26
1.618 131.31
1.000 130.72
0.618 130.36
HIGH 129.77
0.618 129.41
0.500 129.30
0.382 129.18
LOW 128.82
0.618 128.23
1.000 127.87
1.618 127.28
2.618 126.33
4.250 124.78
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 129.31 129.02
PP 129.30 128.71
S1 129.30 128.41

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

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