SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 132.09 133.78 1.69 1.3% 126.89
High 134.10 134.08 -0.02 0.0% 134.10
Low 131.78 133.39 1.61 1.2% 126.64
Close 133.92 133.81 -0.11 -0.1% 133.92
Range 2.32 0.69 -1.63 -70.3% 7.46
ATR 1.68 1.61 -0.07 -4.2% 0.00
Volume 202,368,594 166,070,703 -36,297,891 -17.9% 995,184,843
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 135.83 135.51 134.19
R3 135.14 134.82 134.00
R2 134.45 134.45 133.94
R1 134.13 134.13 133.87 134.29
PP 133.76 133.76 133.76 133.84
S1 133.44 133.44 133.75 133.60
S2 133.07 133.07 133.68
S3 132.38 132.75 133.62
S4 131.69 132.06 133.43
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 153.93 151.39 138.02
R3 146.47 143.93 135.97
R2 139.01 139.01 135.29
R1 136.47 136.47 134.60 137.74
PP 131.55 131.55 131.55 132.19
S1 129.01 129.01 133.24 130.28
S2 124.09 124.09 132.55
S3 116.63 121.55 131.87
S4 109.17 114.09 129.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.10 128.27 5.83 4.4% 1.43 1.1% 95% False False 198,888,109
10 134.10 126.19 7.91 5.9% 1.63 1.2% 96% False False 194,265,816
20 134.10 126.19 7.91 5.9% 1.54 1.2% 96% False False 202,360,438
40 136.11 126.19 9.92 7.4% 1.52 1.1% 77% False False 181,352,810
60 137.18 126.19 10.99 8.2% 1.42 1.1% 69% False False 171,289,226
80 137.18 125.28 11.90 8.9% 1.39 1.0% 72% False False 174,545,741
100 137.18 125.28 11.90 8.9% 1.40 1.0% 72% False False 176,139,412
120 137.18 125.28 11.90 8.9% 1.35 1.0% 72% False False 170,607,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 137.01
2.618 135.89
1.618 135.20
1.000 134.77
0.618 134.51
HIGH 134.08
0.618 133.82
0.500 133.74
0.382 133.65
LOW 133.39
0.618 132.96
1.000 132.70
1.618 132.27
2.618 131.58
4.250 130.46
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 133.79 133.34
PP 133.76 132.87
S1 133.74 132.41

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

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