SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 126.62 128.36 1.74 1.4% 127.89
High 127.97 129.70 1.73 1.4% 129.77
Low 126.58 127.75 1.17 0.9% 126.32
Close 127.70 129.45 1.75 1.4% 127.05
Range 1.39 1.95 0.56 40.3% 3.45
ATR 1.59 1.62 0.03 1.8% 0.00
Volume 159,358,813 192,756,719 33,397,906 21.0% 1,185,741,548
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 134.82 134.08 130.52
R3 132.87 132.13 129.99
R2 130.92 130.92 129.81
R1 130.18 130.18 129.63 130.55
PP 128.97 128.97 128.97 129.15
S1 128.23 128.23 129.27 128.60
S2 127.02 127.02 129.09
S3 125.07 126.28 128.91
S4 123.12 124.33 128.38
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 138.06 136.01 128.95
R3 134.61 132.56 128.00
R2 131.16 131.16 127.68
R1 129.11 129.11 127.37 128.41
PP 127.71 127.71 127.71 127.37
S1 125.66 125.66 126.73 124.96
S2 124.26 124.26 126.42
S3 120.81 122.21 126.10
S4 117.36 118.76 125.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.70 126.32 3.38 2.6% 1.79 1.4% 93% True False 239,094,675
10 129.93 126.32 3.61 2.8% 1.52 1.2% 87% False False 213,570,861
20 134.92 126.32 8.60 6.6% 1.49 1.1% 36% False False 191,496,183
40 137.18 126.32 10.86 8.4% 1.47 1.1% 29% False False 172,796,712
60 137.18 126.32 10.86 8.4% 1.32 1.0% 29% False False 161,671,482
80 137.18 125.28 11.90 9.2% 1.40 1.1% 35% False False 176,397,744
100 137.18 125.28 11.90 9.2% 1.37 1.1% 35% False False 172,310,041
120 137.18 125.28 11.90 9.2% 1.31 1.0% 35% False False 165,093,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.99
2.618 134.81
1.618 132.86
1.000 131.65
0.618 130.91
HIGH 129.70
0.618 128.96
0.500 128.73
0.382 128.49
LOW 127.75
0.618 126.54
1.000 125.80
1.618 124.59
2.618 122.64
4.250 119.46
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 129.21 129.01
PP 128.97 128.58
S1 128.73 128.14

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

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