SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 131.71 134.17 2.46 1.9% 128.39
High 133.13 134.25 1.12 0.8% 133.53
Low 131.29 131.28 -0.01 0.0% 127.14
Close 133.10 131.42 -1.68 -1.3% 133.10
Range 1.84 2.97 1.13 61.4% 6.39
ATR 1.94 2.02 0.07 3.8% 0.00
Volume 143,811,766 169,627,969 25,816,203 18.0% 878,713,875
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 141.23 139.29 133.05
R3 138.26 136.32 132.24
R2 135.29 135.29 131.96
R1 133.35 133.35 131.69 132.84
PP 132.32 132.32 132.32 132.06
S1 130.38 130.38 131.15 129.87
S2 129.35 129.35 130.88
S3 126.38 127.41 130.60
S4 123.41 124.44 129.79
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.43 148.15 136.61
R3 144.04 141.76 134.86
R2 137.65 137.65 134.27
R1 135.37 135.37 133.69 136.51
PP 131.26 131.26 131.26 131.83
S1 128.98 128.98 132.51 130.12
S2 124.87 124.87 131.93
S3 118.48 122.59 131.34
S4 112.09 116.20 129.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.25 127.78 6.47 4.9% 2.03 1.5% 56% True False 169,178,934
10 134.25 127.14 7.11 5.4% 2.22 1.7% 60% True False 181,243,218
20 135.61 127.14 8.47 6.4% 2.02 1.5% 51% False False 192,024,643
40 141.66 127.14 14.52 11.0% 1.70 1.3% 29% False False 172,444,766
60 142.21 127.14 15.07 11.5% 1.56 1.2% 28% False False 163,241,034
80 142.21 127.14 15.07 11.5% 1.44 1.1% 28% False False 158,269,229
100 142.21 127.14 15.07 11.5% 1.38 1.0% 28% False False 155,938,503
120 142.21 120.03 22.18 16.9% 1.38 1.0% 51% False False 153,270,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 146.87
2.618 142.03
1.618 139.06
1.000 137.22
0.618 136.09
HIGH 134.25
0.618 133.12
0.500 132.77
0.382 132.41
LOW 131.28
0.618 129.44
1.000 128.31
1.618 126.47
2.618 123.50
4.250 118.66
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 132.77 132.77
PP 132.32 132.32
S1 131.87 131.87

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

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