SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 129.41 128.39 -1.02 -0.8% 133.16
High 131.50 128.74 -2.76 -2.1% 133.93
Low 128.16 127.14 -1.02 -0.8% 128.16
Close 128.16 128.10 -0.06 0.0% 128.16
Range 3.34 1.60 -1.74 -52.1% 5.77
ATR 1.94 1.92 -0.02 -1.3% 0.00
Volume 253,131,156 202,447,172 -50,683,984 -20.0% 764,090,343
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 132.79 132.05 128.98
R3 131.19 130.45 128.54
R2 129.59 129.59 128.39
R1 128.85 128.85 128.25 128.42
PP 127.99 127.99 127.99 127.78
S1 127.25 127.25 127.95 126.82
S2 126.39 126.39 127.81
S3 124.79 125.65 127.66
S4 123.19 124.05 127.22
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 147.39 143.55 131.33
R3 141.62 137.78 129.75
R2 135.85 135.85 129.22
R1 132.01 132.01 128.69 131.05
PP 130.08 130.08 130.08 129.60
S1 126.24 126.24 127.63 125.28
S2 124.31 124.31 127.10
S3 118.54 120.47 126.57
S4 112.77 114.70 124.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.93 127.14 6.79 5.3% 2.40 1.9% 14% False True 193,307,503
10 133.93 127.14 6.79 5.3% 2.09 1.6% 14% False True 184,913,420
20 137.56 127.14 10.42 8.1% 1.92 1.5% 9% False True 192,977,055
40 141.66 127.14 14.52 11.3% 1.67 1.3% 7% False True 172,270,281
60 142.21 127.14 15.07 11.8% 1.48 1.2% 6% False True 161,154,941
80 142.21 127.14 15.07 11.8% 1.38 1.1% 6% False True 157,600,586
100 142.21 127.14 15.07 11.8% 1.34 1.0% 6% False True 154,527,292
120 142.21 120.03 22.18 17.3% 1.37 1.1% 36% False False 155,534,074
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 0.71
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.54
2.618 132.93
1.618 131.33
1.000 130.34
0.618 129.73
HIGH 128.74
0.618 128.13
0.500 127.94
0.382 127.75
LOW 127.14
0.618 126.15
1.000 125.54
1.618 124.55
2.618 122.95
4.250 120.34
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 128.05 129.80
PP 127.99 129.23
S1 127.94 128.67

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

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