SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 128.45 130.20 1.75 1.4% 126.62
High 129.63 130.93 1.30 1.0% 129.81
Low 128.27 129.63 1.36 1.1% 126.19
Close 129.61 130.72 1.11 0.9% 126.81
Range 1.36 1.30 -0.06 -4.4% 3.62
ATR 1.67 1.65 -0.03 -1.5% 0.00
Volume 158,430,234 244,177,156 85,746,922 54.1% 940,761,431
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 134.33 133.82 131.44
R3 133.03 132.52 131.08
R2 131.73 131.73 130.96
R1 131.22 131.22 130.84 131.48
PP 130.43 130.43 130.43 130.55
S1 129.92 129.92 130.60 130.18
S2 129.13 129.13 130.48
S3 127.83 128.62 130.36
S4 126.53 127.32 130.01
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
5 130.93 126.19 4.74 3.6% 1.73 1.3% 96% True False 196,534,701
10 130.93 126.19 4.74 3.6% 1.62 1.2% 96% True False 205,288,729
20 132.24 126.19 6.05 4.6% 1.52 1.2% 75% False False 203,513,541
40 136.11 126.19 9.92 7.6% 1.56 1.2% 46% False False 181,938,791
60 137.18 126.19 10.99 8.4% 1.39 1.1% 41% False False 168,290,739
80 137.18 125.28 11.90 9.1% 1.39 1.1% 46% False False 175,015,457
100 137.18 125.28 11.90 9.1% 1.39 1.1% 46% False False 173,795,862
120 137.18 125.28 11.90 9.1% 1.34 1.0% 46% False False 168,911,927
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136.46
2.618 134.33
1.618 133.03
1.000 132.23
0.618 131.73
HIGH 130.93
0.618 130.43
0.500 130.28
0.382 130.13
LOW 129.63
0.618 128.83
1.000 128.33
1.618 127.53
2.618 126.23
4.250 124.11
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 130.57 130.08
PP 130.43 129.43
S1 130.28 128.79

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

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