SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 135.64 133.13 -2.51 -1.9% 133.58
High 135.78 133.71 -2.07 -1.5% 136.25
Low 132.33 132.62 0.29 0.2% 132.33
Close 132.44 133.46 1.02 0.8% 133.46
Range 3.45 1.09 -2.36 -68.4% 3.92
ATR 2.00 1.95 -0.05 -2.6% 0.00
Volume 205,190,781 129,970,359 -75,220,422 -36.7% 810,073,296
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 136.53 136.09 134.06
R3 135.44 135.00 133.76
R2 134.35 134.35 133.66
R1 133.91 133.91 133.56 134.13
PP 133.26 133.26 133.26 133.38
S1 132.82 132.82 133.36 133.04
S2 132.17 132.17 133.26
S3 131.08 131.73 133.16
S4 129.99 130.64 132.86
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 145.77 143.54 135.62
R3 141.85 139.62 134.54
R2 137.93 137.93 134.18
R1 135.70 135.70 133.82 134.86
PP 134.01 134.01 134.01 133.59
S1 131.78 131.78 133.10 130.94
S2 130.09 130.09 132.74
S3 126.17 127.86 132.38
S4 122.25 123.94 131.30
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 2.9% 1.94 1.5% 29% False False 162,014,659
10 136.25 131.16 5.09 3.8% 1.94 1.5% 45% False False 173,348,384
20 136.25 127.14 9.11 6.8% 1.98 1.5% 69% False False 175,586,956
40 141.66 127.14 14.52 10.9% 1.84 1.4% 44% False False 177,638,798
60 142.21 127.14 15.07 11.3% 1.69 1.3% 42% False False 169,876,263
80 142.21 127.14 15.07 11.3% 1.52 1.1% 42% False False 161,841,985
100 142.21 127.14 15.07 11.3% 1.42 1.1% 42% False False 158,390,159
120 142.21 126.43 15.78 11.8% 1.39 1.0% 45% False False 155,991,554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 138.34
2.618 136.56
1.618 135.47
1.000 134.80
0.618 134.38
HIGH 133.71
0.618 133.29
0.500 133.17
0.382 133.04
LOW 132.62
0.618 131.95
1.000 131.53
1.618 130.86
2.618 129.77
4.250 127.99
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 133.36 134.22
PP 133.26 133.96
S1 133.17 133.71

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

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