SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 128.36 129.05 0.69 0.5% 127.89
High 129.70 129.81 0.11 0.1% 129.77
Low 127.75 128.59 0.84 0.7% 126.32
Close 129.45 128.67 -0.78 -0.6% 127.05
Range 1.95 1.22 -0.73 -37.4% 3.45
ATR 1.62 1.59 -0.03 -1.8% 0.00
Volume 192,756,719 175,394,781 -17,361,938 -9.0% 1,185,741,548
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.68 131.90 129.34
R3 131.46 130.68 129.01
R2 130.24 130.24 128.89
R1 129.46 129.46 128.78 129.24
PP 129.02 129.02 129.02 128.92
S1 128.24 128.24 128.56 128.02
S2 127.80 127.80 128.45
S3 126.58 127.02 128.33
S4 125.36 125.80 128.00
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
5 129.81 126.32 3.49 2.7% 1.51 1.2% 67% True False 214,042,756
10 129.93 126.32 3.61 2.8% 1.54 1.2% 65% False False 211,270,822
20 134.92 126.32 8.60 6.7% 1.50 1.2% 27% False False 192,962,330
40 137.18 126.32 10.86 8.4% 1.47 1.1% 22% False False 173,515,317
60 137.18 126.32 10.86 8.4% 1.32 1.0% 22% False False 162,780,146
80 137.18 125.28 11.90 9.2% 1.41 1.1% 28% False False 176,822,954
100 137.18 125.28 11.90 9.2% 1.36 1.1% 28% False False 171,108,886
120 137.18 125.28 11.90 9.2% 1.31 1.0% 28% False False 165,917,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 135.00
2.618 133.00
1.618 131.78
1.000 131.03
0.618 130.56
HIGH 129.81
0.618 129.34
0.500 129.20
0.382 129.06
LOW 128.59
0.618 127.84
1.000 127.37
1.618 126.62
2.618 125.40
4.250 123.41
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 129.20 128.51
PP 129.02 128.35
S1 128.85 128.20

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

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