SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 133.78 133.49 -0.29 -0.2% 126.89
High 134.08 134.14 0.06 0.0% 134.10
Low 133.39 133.11 -0.28 -0.2% 126.64
Close 133.81 133.97 0.16 0.1% 133.92
Range 0.69 1.03 0.34 49.3% 7.46
ATR 1.61 1.57 -0.04 -2.6% 0.00
Volume 166,070,703 143,226,734 -22,843,969 -13.8% 995,184,843
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 136.83 136.43 134.54
R3 135.80 135.40 134.25
R2 134.77 134.77 134.16
R1 134.37 134.37 134.06 134.57
PP 133.74 133.74 133.74 133.84
S1 133.34 133.34 133.88 133.54
S2 132.71 132.71 133.78
S3 131.68 132.31 133.69
S4 130.65 131.28 133.40
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
5 134.14 129.63 4.51 3.4% 1.36 1.0% 96% True False 195,847,409
10 134.14 126.19 7.95 5.9% 1.54 1.1% 98% True False 189,312,817
20 134.14 126.19 7.95 5.9% 1.53 1.1% 98% True False 201,441,839
40 136.11 126.19 9.92 7.4% 1.52 1.1% 78% False False 182,084,873
60 137.18 126.19 10.99 8.2% 1.40 1.0% 71% False False 171,212,655
80 137.18 125.28 11.90 8.9% 1.38 1.0% 73% False False 173,518,534
100 137.18 125.28 11.90 8.9% 1.40 1.0% 73% False False 175,946,624
120 137.18 125.28 11.90 8.9% 1.36 1.0% 73% False False 170,906,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.52
2.618 136.84
1.618 135.81
1.000 135.17
0.618 134.78
HIGH 134.14
0.618 133.75
0.500 133.63
0.382 133.50
LOW 133.11
0.618 132.47
1.000 132.08
1.618 131.44
2.618 130.41
4.250 128.73
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 133.86 133.63
PP 133.74 133.30
S1 133.63 132.96

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

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