SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 129.97 133.47 3.50 2.7% 133.16
High 132.03 133.53 1.50 1.1% 133.93
Low 129.93 131.78 1.85 1.4% 128.16
Close 131.97 132.05 0.08 0.1% 128.16
Range 2.10 1.75 -0.35 -16.7% 5.77
ATR 1.97 1.95 -0.02 -0.8% 0.00
Volume 184,036,109 184,639,547 603,438 0.3% 764,090,343
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.70 136.63 133.01
R3 135.95 134.88 132.53
R2 134.20 134.20 132.37
R1 133.13 133.13 132.21 132.79
PP 132.45 132.45 132.45 132.29
S1 131.38 131.38 131.89 131.04
S2 130.70 130.70 131.73
S3 128.95 129.63 131.57
S4 127.20 127.88 131.09
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
5 133.53 127.14 6.39 4.8% 2.05 1.6% 77% True False 197,606,653
10 133.93 127.14 6.79 5.1% 1.98 1.5% 72% False False 180,165,865
20 136.87 127.14 9.73 7.4% 1.93 1.5% 50% False False 191,521,839
40 141.66 127.14 14.52 11.0% 1.67 1.3% 34% False False 172,680,247
60 142.21 127.14 15.07 11.4% 1.51 1.1% 33% False False 163,184,872
80 142.21 127.14 15.07 11.4% 1.41 1.1% 33% False False 158,858,133
100 142.21 127.14 15.07 11.4% 1.36 1.0% 33% False False 155,754,844
120 142.21 120.03 22.18 16.8% 1.36 1.0% 54% False False 154,152,784
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.97
2.618 138.11
1.618 136.36
1.000 135.28
0.618 134.61
HIGH 133.53
0.618 132.86
0.500 132.66
0.382 132.45
LOW 131.78
0.618 130.70
1.000 130.03
1.618 128.95
2.618 127.20
4.250 124.34
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 132.66 131.59
PP 132.45 131.12
S1 132.25 130.66

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

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