SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 128.27 126.89 -1.38 -1.1% 126.62
High 128.37 128.43 0.06 0.0% 129.81
Low 126.62 126.64 0.02 0.0% 126.19
Close 126.81 127.94 1.13 0.9% 126.81
Range 1.75 1.79 0.04 2.3% 3.62
ATR 1.66 1.67 0.01 0.6% 0.00
Volume 86,530,930 166,815,000 80,284,070 92.8% 940,761,431
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 133.04 132.28 128.92
R3 131.25 130.49 128.43
R2 129.46 129.46 128.27
R1 128.70 128.70 128.10 129.08
PP 127.67 127.67 127.67 127.86
S1 126.91 126.91 127.78 127.29
S2 125.88 125.88 127.61
S3 124.09 125.12 127.45
S4 122.30 123.33 126.96
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 138.46 136.26 128.80
R3 134.84 132.64 127.81
R2 131.22 131.22 127.47
R1 129.02 129.02 127.14 130.12
PP 127.60 127.60 127.60 128.16
S1 125.40 125.40 126.48 126.50
S2 123.98 123.98 126.15
S3 120.36 121.78 125.81
S4 116.74 118.16 124.82
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% 1.83 1.4% 48% False False 189,643,523
10 129.81 126.19 3.62 2.8% 1.71 1.3% 48% False False 211,134,396
20 134.92 126.19 8.73 6.8% 1.60 1.3% 20% False False 200,443,577
40 137.18 126.19 10.99 8.6% 1.55 1.2% 16% False False 178,447,956
60 137.18 126.19 10.99 8.6% 1.38 1.1% 16% False False 165,823,174
80 137.18 125.28 11.90 9.3% 1.41 1.1% 22% False False 176,152,519
100 137.18 125.28 11.90 9.3% 1.38 1.1% 22% False False 172,572,816
120 137.18 125.28 11.90 9.3% 1.34 1.0% 22% False False 167,692,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.04
2.618 133.12
1.618 131.33
1.000 130.22
0.618 129.54
HIGH 128.43
0.618 127.75
0.500 127.54
0.382 127.32
LOW 126.64
0.618 125.53
1.000 124.85
1.618 123.74
2.618 121.95
4.250 119.03
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 127.81 127.77
PP 127.67 127.59
S1 127.54 127.42

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

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