SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 129.05 127.16 -1.89 -1.5% 127.89
High 129.81 128.64 -1.17 -0.9% 129.77
Low 128.59 126.19 -2.40 -1.9% 126.32
Close 128.67 128.30 -0.37 -0.3% 127.05
Range 1.22 2.45 1.23 100.8% 3.45
ATR 1.59 1.65 0.06 4.0% 0.00
Volume 175,394,781 326,720,188 151,325,407 86.3% 1,185,741,548
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 135.06 134.13 129.65
R3 132.61 131.68 128.97
R2 130.16 130.16 128.75
R1 129.23 129.23 128.52 129.70
PP 127.71 127.71 127.71 127.94
S1 126.78 126.78 128.08 127.25
S2 125.26 125.26 127.85
S3 122.81 124.33 127.63
S4 120.36 121.88 126.95
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
5 129.81 126.19 3.62 2.8% 1.67 1.3% 58% False True 217,816,756
10 129.81 126.19 3.62 2.8% 1.64 1.3% 58% False True 227,856,356
20 134.92 126.19 8.73 6.8% 1.54 1.2% 24% False True 201,959,641
40 137.18 126.19 10.99 8.6% 1.50 1.2% 19% False True 178,106,483
60 137.18 126.19 10.99 8.6% 1.34 1.0% 19% False True 166,071,218
80 137.18 125.28 11.90 9.3% 1.40 1.1% 25% False False 177,685,305
100 137.18 125.28 11.90 9.3% 1.37 1.1% 25% False False 172,885,021
120 137.18 125.28 11.90 9.3% 1.33 1.0% 25% False False 167,879,731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139.05
2.618 135.05
1.618 132.60
1.000 131.09
0.618 130.15
HIGH 128.64
0.618 127.70
0.500 127.42
0.382 127.13
LOW 126.19
0.618 124.68
1.000 123.74
1.618 122.23
2.618 119.78
4.250 115.78
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 128.01 128.20
PP 127.71 128.10
S1 127.42 128.00

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

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