SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 131.79 132.53 0.74 0.6% 128.39
High 133.01 133.36 0.35 0.3% 133.53
Low 131.16 131.62 0.46 0.4% 127.14
Close 132.92 132.07 -0.85 -0.6% 133.10
Range 1.85 1.74 -0.11 -5.9% 6.39
ATR 2.00 1.98 -0.02 -0.9% 0.00
Volume 181,802,250 172,097,359 -9,704,891 -5.3% 878,713,875
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.57 136.56 133.03
R3 135.83 134.82 132.55
R2 134.09 134.09 132.39
R1 133.08 133.08 132.23 132.72
PP 132.35 132.35 132.35 132.17
S1 131.34 131.34 131.91 130.98
S2 130.61 130.61 131.75
S3 128.87 129.60 131.59
S4 127.13 127.86 131.11
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
5 134.25 131.16 3.09 2.3% 2.03 1.5% 29% False False 170,395,778
10 134.25 127.14 7.11 5.4% 2.08 1.6% 69% False False 185,140,776
20 134.55 127.14 7.41 5.6% 2.03 1.5% 67% False False 191,168,732
40 141.66 127.14 14.52 11.0% 1.71 1.3% 34% False False 173,903,826
60 142.21 127.14 15.07 11.4% 1.59 1.2% 33% False False 164,504,113
80 142.21 127.14 15.07 11.4% 1.45 1.1% 33% False False 158,740,568
100 142.21 127.14 15.07 11.4% 1.40 1.1% 33% False False 156,833,968
120 142.21 122.75 19.46 14.7% 1.36 1.0% 48% False False 152,818,262
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 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 140.76
2.618 137.92
1.618 136.18
1.000 135.10
0.618 134.44
HIGH 133.36
0.618 132.70
0.500 132.49
0.382 132.28
LOW 131.62
0.618 130.54
1.000 129.88
1.618 128.80
2.618 127.06
4.250 124.23
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 132.49 132.71
PP 132.35 132.49
S1 132.21 132.28

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

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