SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 128.26 127.06 -1.20 -0.9% 130.09
High 129.30 127.97 -1.33 -1.0% 130.36
Low 126.68 126.32 -0.36 -0.3% 127.26
Close 127.02 127.30 0.28 0.2% 127.60
Range 2.62 1.65 -0.97 -37.0% 3.10
ATR 1.62 1.63 0.00 0.1% 0.00
Volume 300,654,375 307,850,188 7,195,813 2.4% 939,321,204
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.15 131.37 128.21
R3 130.50 129.72 127.75
R2 128.85 128.85 127.60
R1 128.07 128.07 127.45 128.46
PP 127.20 127.20 127.20 127.39
S1 126.42 126.42 127.15 126.81
S2 125.55 125.55 127.00
S3 123.90 124.77 126.85
S4 122.25 123.12 126.39
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
5 129.77 126.32 3.45 2.7% 1.62 1.3% 28% False True 237,895,956
10 131.42 126.32 5.10 4.0% 1.46 1.1% 19% False True 212,483,695
20 135.03 126.32 8.71 6.8% 1.48 1.2% 11% False True 185,332,272
40 137.18 126.32 10.86 8.5% 1.40 1.1% 9% False True 167,057,530
60 137.18 126.32 10.86 8.5% 1.31 1.0% 9% False True 159,592,152
80 137.18 125.28 11.90 9.3% 1.40 1.1% 17% False False 176,918,644
100 137.18 125.28 11.90 9.3% 1.35 1.1% 17% False False 170,757,505
120 137.18 125.04 12.14 9.5% 1.28 1.0% 19% False False 161,629,812
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.98
2.618 132.29
1.618 130.64
1.000 129.62
0.618 128.99
HIGH 127.97
0.618 127.34
0.500 127.15
0.382 126.95
LOW 126.32
0.618 125.30
1.000 124.67
1.618 123.65
2.618 122.00
4.250 119.31
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 127.25 128.05
PP 127.20 127.80
S1 127.15 127.55

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

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