SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 132.53 132.34 -0.19 -0.1% 128.39
High 133.36 134.00 0.64 0.5% 133.53
Low 131.62 131.98 0.36 0.3% 127.14
Close 132.07 133.47 1.40 1.1% 133.10
Range 1.74 2.02 0.28 16.1% 6.39
ATR 1.98 1.99 0.00 0.1% 0.00
Volume 172,097,359 230,551,219 58,453,860 34.0% 878,713,875
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 139.21 138.36 134.58
R3 137.19 136.34 134.03
R2 135.17 135.17 133.84
R1 134.32 134.32 133.66 134.75
PP 133.15 133.15 133.15 133.36
S1 132.30 132.30 133.28 132.73
S2 131.13 131.13 133.10
S3 129.11 130.28 132.91
S4 127.09 128.26 132.36
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% 2.08 1.6% 75% False False 179,578,112
10 134.25 127.14 7.11 5.3% 2.07 1.6% 89% False False 188,592,382
20 134.25 127.14 7.11 5.3% 2.05 1.5% 89% False False 192,342,846
40 141.66 127.14 14.52 10.9% 1.74 1.3% 44% False False 176,573,239
60 142.21 127.14 15.07 11.3% 1.61 1.2% 42% False False 166,318,935
80 142.21 127.14 15.07 11.3% 1.47 1.1% 42% False False 159,947,997
100 142.21 127.14 15.07 11.3% 1.40 1.1% 42% False False 157,847,334
120 142.21 124.23 17.98 13.5% 1.36 1.0% 51% False False 153,121,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.59
2.618 139.29
1.618 137.27
1.000 136.02
0.618 135.25
HIGH 134.00
0.618 133.23
0.500 132.99
0.382 132.75
LOW 131.98
0.618 130.73
1.000 129.96
1.618 128.71
2.618 126.69
4.250 123.40
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 133.31 133.17
PP 133.15 132.88
S1 132.99 132.58

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

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