SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 135.71 135.64 -0.07 -0.1% 134.17
High 136.10 135.78 -0.32 -0.2% 134.26
Low 134.27 132.33 -1.94 -1.4% 131.16
Close 135.48 132.44 -3.04 -2.2% 134.14
Range 1.83 3.45 1.62 88.5% 3.10
ATR 1.89 2.00 0.11 5.9% 0.00
Volume 206,380,500 205,190,781 -1,189,719 -0.6% 923,410,547
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 143.87 141.60 134.34
R3 140.42 138.15 133.39
R2 136.97 136.97 133.07
R1 134.70 134.70 132.76 134.11
PP 133.52 133.52 133.52 133.22
S1 131.25 131.25 132.12 130.66
S2 130.07 130.07 131.81
S3 126.62 127.80 131.49
S4 123.17 124.35 130.54
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
5 136.25 132.33 3.92 3.0% 1.95 1.5% 3% False True 169,886,937
10 136.25 131.16 5.09 3.8% 2.02 1.5% 25% False False 174,732,525
20 136.25 127.14 9.11 6.9% 2.00 1.5% 58% False False 177,449,195
40 141.66 127.14 14.52 11.0% 1.85 1.4% 37% False False 177,785,407
60 142.21 127.14 15.07 11.4% 1.70 1.3% 35% False False 170,185,070
80 142.21 127.14 15.07 11.4% 1.52 1.2% 35% False False 162,539,462
100 142.21 127.14 15.07 11.4% 1.43 1.1% 35% False False 158,661,739
120 142.21 125.50 16.71 12.6% 1.39 1.0% 42% False False 155,703,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 126 trading days
Fibonacci Retracements and Extensions
4.250 150.44
2.618 144.81
1.618 141.36
1.000 139.23
0.618 137.91
HIGH 135.78
0.618 134.46
0.500 134.06
0.382 133.65
LOW 132.33
0.618 130.20
1.000 128.88
1.618 126.75
2.618 123.30
4.250 117.67
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 134.06 134.29
PP 133.52 133.67
S1 132.98 133.06

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

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