SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 135.08 135.71 0.63 0.5% 134.17
High 136.25 136.10 -0.15 -0.1% 134.26
Low 134.37 134.27 -0.10 -0.1% 131.16
Close 135.70 135.48 -0.22 -0.2% 134.14
Range 1.88 1.83 -0.05 -2.7% 3.10
ATR 1.89 1.89 0.00 -0.2% 0.00
Volume 137,277,156 206,380,500 69,103,344 50.3% 923,410,547
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 140.77 139.96 136.49
R3 138.94 138.13 135.98
R2 137.11 137.11 135.82
R1 136.30 136.30 135.65 135.79
PP 135.28 135.28 135.28 135.03
S1 134.47 134.47 135.31 133.96
S2 133.45 133.45 135.14
S3 131.62 132.64 134.98
S4 129.79 130.81 134.47
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
5 136.25 131.98 4.27 3.2% 1.67 1.2% 82% False False 174,959,025
10 136.25 131.16 5.09 3.8% 1.85 1.4% 85% False False 172,677,401
20 136.25 127.14 9.11 6.7% 1.95 1.4% 92% False False 177,425,839
40 141.66 127.14 14.52 10.7% 1.78 1.3% 57% False False 176,411,212
60 142.21 127.14 15.07 11.1% 1.65 1.2% 55% False False 168,759,347
80 142.21 127.14 15.07 11.1% 1.49 1.1% 55% False False 161,590,503
100 142.21 127.14 15.07 11.1% 1.41 1.0% 55% False False 158,078,802
120 142.21 124.86 17.35 12.8% 1.37 1.0% 61% False False 155,022,371
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.88
2.618 140.89
1.618 139.06
1.000 137.93
0.618 137.23
HIGH 136.10
0.618 135.40
0.500 135.19
0.382 134.97
LOW 134.27
0.618 133.14
1.000 132.44
1.618 131.31
2.618 129.48
4.250 126.49
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 135.38 135.24
PP 135.28 135.00
S1 135.19 134.77

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

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