SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 128.39 127.85 -0.54 -0.4% 133.16
High 128.74 129.26 0.52 0.4% 133.93
Low 127.14 127.78 0.64 0.5% 128.16
Close 128.10 129.07 0.97 0.8% 128.16
Range 1.60 1.48 -0.12 -7.5% 5.77
ATR 1.92 1.89 -0.03 -1.6% 0.00
Volume 202,447,172 163,779,281 -38,667,891 -19.1% 764,090,343
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 133.14 132.59 129.88
R3 131.66 131.11 129.48
R2 130.18 130.18 129.34
R1 129.63 129.63 129.21 129.91
PP 128.70 128.70 128.70 128.84
S1 128.15 128.15 128.93 128.43
S2 127.22 127.22 128.80
S3 125.74 126.67 128.66
S4 124.26 125.19 128.26
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
5 133.69 127.14 6.55 5.1% 2.15 1.7% 29% False False 195,530,209
10 133.93 127.14 6.79 5.3% 2.03 1.6% 28% False False 183,510,184
20 136.87 127.14 9.73 7.5% 1.93 1.5% 20% False False 194,781,343
40 141.66 127.14 14.52 11.2% 1.66 1.3% 13% False False 173,177,709
60 142.21 127.14 15.07 11.7% 1.49 1.2% 13% False False 161,837,544
80 142.21 127.14 15.07 11.7% 1.38 1.1% 13% False False 157,792,722
100 142.21 127.14 15.07 11.7% 1.35 1.0% 13% False False 155,052,385
120 142.21 120.03 22.18 17.2% 1.37 1.1% 41% False False 155,103,581
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 0.70
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 135.55
2.618 133.13
1.618 131.65
1.000 130.74
0.618 130.17
HIGH 129.26
0.618 128.69
0.500 128.52
0.382 128.35
LOW 127.78
0.618 126.87
1.000 126.30
1.618 125.39
2.618 123.91
4.250 121.49
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 128.89 129.32
PP 128.70 129.24
S1 128.52 129.15

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

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