SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 126.89 128.45 1.56 1.2% 126.62
High 128.43 129.63 1.20 0.9% 129.81
Low 126.64 128.27 1.63 1.3% 126.19
Close 127.94 129.61 1.67 1.3% 126.81
Range 1.79 1.36 -0.43 -24.0% 3.62
ATR 1.67 1.67 0.00 0.1% 0.00
Volume 166,815,000 158,430,234 -8,384,766 -5.0% 940,761,431
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 133.25 132.79 130.36
R3 131.89 131.43 129.98
R2 130.53 130.53 129.86
R1 130.07 130.07 129.73 130.30
PP 129.17 129.17 129.17 129.29
S1 128.71 128.71 129.49 128.94
S2 127.81 127.81 129.36
S3 126.45 127.35 129.24
S4 125.09 125.99 128.86
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% 1.71 1.3% 94% False False 182,778,226
10 129.81 126.19 3.62 2.8% 1.75 1.4% 94% False False 210,936,450
20 134.92 126.19 8.73 6.7% 1.61 1.2% 39% False False 200,136,798
40 136.19 126.19 10.00 7.7% 1.55 1.2% 34% False False 179,259,105
60 137.18 126.19 10.99 8.5% 1.38 1.1% 31% False False 165,898,601
80 137.18 125.28 11.90 9.2% 1.40 1.1% 36% False False 174,670,533
100 137.18 125.28 11.90 9.2% 1.38 1.1% 36% False False 172,699,877
120 137.18 125.28 11.90 9.2% 1.34 1.0% 36% False False 167,897,123
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135.41
2.618 133.19
1.618 131.83
1.000 130.99
0.618 130.47
HIGH 129.63
0.618 129.11
0.500 128.95
0.382 128.79
LOW 128.27
0.618 127.43
1.000 126.91
1.618 126.07
2.618 124.71
4.250 122.49
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 129.39 129.12
PP 129.17 128.62
S1 128.95 128.13

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

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