SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 133.38 133.58 0.20 0.1% 134.17
High 134.26 134.73 0.47 0.4% 134.26
Low 133.10 133.28 0.18 0.1% 131.16
Close 134.14 134.40 0.26 0.2% 134.14
Range 1.16 1.45 0.29 25.0% 3.10
ATR 1.93 1.89 -0.03 -1.8% 0.00
Volume 169,331,750 131,254,500 -38,077,250 -22.5% 923,410,547
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 138.49 137.89 135.20
R3 137.04 136.44 134.80
R2 135.59 135.59 134.67
R1 134.99 134.99 134.53 135.29
PP 134.14 134.14 134.14 134.29
S1 133.54 133.54 134.27 133.84
S2 132.69 132.69 134.13
S3 131.24 132.09 134.00
S4 129.79 130.64 133.60
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 142.49 141.41 135.85
R3 139.39 138.31 134.99
R2 136.29 136.29 134.71
R1 135.21 135.21 134.42 134.20
PP 133.19 133.19 133.19 132.68
S1 132.11 132.11 133.86 131.10
S2 130.09 130.09 133.57
S3 126.99 129.01 133.29
S4 123.89 125.91 132.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.73 131.16 3.57 2.7% 1.64 1.2% 91% True False 177,007,415
10 134.73 127.78 6.95 5.2% 1.84 1.4% 95% True False 173,093,175
20 134.73 127.14 7.59 5.6% 1.96 1.5% 96% True False 179,003,297
40 141.66 127.14 14.52 10.8% 1.73 1.3% 50% False False 175,548,884
60 142.21 127.14 15.07 11.2% 1.63 1.2% 48% False False 167,037,421
80 142.21 127.14 15.07 11.2% 1.47 1.1% 48% False False 160,433,845
100 142.21 127.14 15.07 11.2% 1.40 1.0% 48% False False 157,840,276
120 142.21 124.73 17.48 13.0% 1.36 1.0% 55% False False 153,865,495
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.89
2.618 138.53
1.618 137.08
1.000 136.18
0.618 135.63
HIGH 134.73
0.618 134.18
0.500 134.01
0.382 133.83
LOW 133.28
0.618 132.38
1.000 131.83
1.618 130.93
2.618 129.48
4.250 127.12
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 134.27 134.05
PP 134.14 133.70
S1 134.01 133.36

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

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