SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 134.17 131.79 -2.38 -1.8% 128.39
High 134.25 133.01 -1.24 -0.9% 133.53
Low 131.28 131.16 -0.12 -0.1% 127.14
Close 131.42 132.92 1.50 1.1% 133.10
Range 2.97 1.85 -1.12 -37.7% 6.39
ATR 2.02 2.00 -0.01 -0.6% 0.00
Volume 169,627,969 181,802,250 12,174,281 7.2% 878,713,875
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.91 137.27 133.94
R3 136.06 135.42 133.43
R2 134.21 134.21 133.26
R1 133.57 133.57 133.09 133.89
PP 132.36 132.36 132.36 132.53
S1 131.72 131.72 132.75 132.04
S2 130.51 130.51 132.58
S3 128.66 129.87 132.41
S4 126.81 128.02 131.90
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
5 134.25 129.93 4.32 3.3% 2.10 1.6% 69% False False 172,783,528
10 134.25 127.14 7.11 5.3% 2.12 1.6% 81% False False 184,156,868
20 134.81 127.14 7.67 5.8% 2.03 1.5% 75% False False 192,940,511
40 141.66 127.14 14.52 10.9% 1.71 1.3% 40% False False 173,295,713
60 142.21 127.14 15.07 11.3% 1.58 1.2% 38% False False 163,723,103
80 142.21 127.14 15.07 11.3% 1.44 1.1% 38% False False 158,211,431
100 142.21 127.14 15.07 11.3% 1.39 1.0% 38% False False 156,494,623
120 142.21 120.37 21.84 16.4% 1.37 1.0% 57% False False 153,260,842
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.87
2.618 137.85
1.618 136.00
1.000 134.86
0.618 134.15
HIGH 133.01
0.618 132.30
0.500 132.09
0.382 131.87
LOW 131.16
0.618 130.02
1.000 129.31
1.618 128.17
2.618 126.32
4.250 123.30
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 132.64 132.85
PP 132.36 132.78
S1 132.09 132.71

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

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