SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 128.87 128.26 -0.61 -0.5% 130.09
High 129.77 129.30 -0.47 -0.4% 130.36
Low 128.82 126.68 -2.14 -1.7% 127.26
Close 129.32 127.02 -2.30 -1.8% 127.60
Range 0.95 2.62 1.67 175.8% 3.10
ATR 1.55 1.62 0.08 5.1% 0.00
Volume 160,409,688 300,654,375 140,244,687 87.4% 939,321,204
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 135.53 133.89 128.46
R3 132.91 131.27 127.74
R2 130.29 130.29 127.50
R1 128.65 128.65 127.26 128.16
PP 127.67 127.67 127.67 127.42
S1 126.03 126.03 126.78 125.54
S2 125.05 125.05 126.54
S3 122.43 123.41 126.30
S4 119.81 120.79 125.58
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
5 129.93 126.68 3.25 2.6% 1.58 1.2% 10% False True 208,498,887
10 132.24 126.68 5.56 4.4% 1.42 1.1% 6% False True 201,738,354
20 135.03 126.68 8.35 6.6% 1.47 1.2% 4% False True 176,621,729
40 137.18 126.68 10.50 8.3% 1.38 1.1% 3% False True 162,465,718
60 137.18 126.68 10.50 8.3% 1.29 1.0% 3% False True 156,620,802
80 137.18 125.28 11.90 9.4% 1.41 1.1% 15% False False 175,980,628
100 137.18 125.28 11.90 9.4% 1.35 1.1% 15% False False 168,815,446
120 137.18 125.04 12.14 9.6% 1.27 1.0% 16% False False 159,648,165
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 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 140.44
2.618 136.16
1.618 133.54
1.000 131.92
0.618 130.92
HIGH 129.30
0.618 128.30
0.500 127.99
0.382 127.68
LOW 126.68
0.618 125.06
1.000 124.06
1.618 122.44
2.618 119.82
4.250 115.55
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 127.99 128.23
PP 127.67 127.82
S1 127.34 127.42

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

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