SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 130.20 131.14 0.94 0.7% 126.62
High 130.93 132.18 1.25 1.0% 129.81
Low 129.63 130.71 1.08 0.8% 126.19
Close 130.72 131.97 1.25 1.0% 126.81
Range 1.30 1.47 0.17 13.1% 3.62
ATR 1.65 1.63 -0.01 -0.8% 0.00
Volume 244,177,156 223,393,859 -20,783,297 -8.5% 940,761,431
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 136.03 135.47 132.78
R3 134.56 134.00 132.37
R2 133.09 133.09 132.24
R1 132.53 132.53 132.10 132.81
PP 131.62 131.62 131.62 131.76
S1 131.06 131.06 131.84 131.34
S2 130.15 130.15 131.70
S3 128.68 129.59 131.57
S4 127.21 128.12 131.16
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
5 132.18 126.62 5.56 4.2% 1.53 1.2% 96% True False 175,869,435
10 132.18 126.19 5.99 4.5% 1.60 1.2% 96% True False 196,843,096
20 132.18 126.19 5.99 4.5% 1.53 1.2% 96% True False 204,663,395
40 136.11 126.19 9.92 7.5% 1.55 1.2% 58% False False 182,954,613
60 137.18 126.19 10.99 8.3% 1.40 1.1% 53% False False 169,999,969
80 137.18 125.28 11.90 9.0% 1.38 1.0% 56% False False 175,627,464
100 137.18 125.28 11.90 9.0% 1.39 1.1% 56% False False 174,906,507
120 137.18 125.28 11.90 9.0% 1.34 1.0% 56% False False 169,473,872
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.43
2.618 136.03
1.618 134.56
1.000 133.65
0.618 133.09
HIGH 132.18
0.618 131.62
0.500 131.45
0.382 131.27
LOW 130.71
0.618 129.80
1.000 129.24
1.618 128.33
2.618 126.86
4.250 124.46
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 131.80 131.39
PP 131.62 130.81
S1 131.45 130.23

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

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