SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 135.20 136.48 1.28 0.9% 132.05
High 136.27 136.65 0.38 0.3% 136.27
Low 134.85 135.52 0.67 0.5% 130.85
Close 136.11 136.51 0.40 0.3% 136.11
Range 1.42 1.13 -0.29 -20.4% 5.42
ATR 2.03 1.97 -0.06 -3.2% 0.00
Volume 212,158,703 129,354,141 -82,804,562 -39.0% 776,959,359
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 139.62 139.19 137.13
R3 138.49 138.06 136.82
R2 137.36 137.36 136.72
R1 136.93 136.93 136.61 137.15
PP 136.23 136.23 136.23 136.33
S1 135.80 135.80 136.41 136.02
S2 135.10 135.10 136.30
S3 133.97 134.67 136.20
S4 132.84 133.54 135.89
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 150.67 148.81 139.09
R3 145.25 143.39 137.60
R2 139.83 139.83 137.10
R1 137.97 137.97 136.61 138.90
PP 134.41 134.41 134.41 134.88
S1 132.55 132.55 135.61 133.48
S2 128.99 128.99 135.12
S3 123.57 127.13 134.62
S4 118.15 121.71 133.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.65 130.93 5.72 4.2% 1.43 1.1% 98% True False 152,007,931
10 136.65 130.85 5.80 4.2% 1.67 1.2% 98% True False 158,513,229
20 136.65 127.78 8.87 6.5% 1.75 1.3% 98% True False 165,803,202
40 137.56 127.14 10.42 7.6% 1.83 1.3% 90% False False 179,390,128
60 141.66 127.14 14.52 10.6% 1.70 1.2% 65% False False 170,114,588
80 142.21 127.14 15.07 11.0% 1.55 1.1% 62% False False 162,317,006
100 142.21 127.14 15.07 11.0% 1.45 1.1% 62% False False 159,241,109
120 142.21 127.14 15.07 11.0% 1.41 1.0% 62% False False 156,406,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 141.45
2.618 139.61
1.618 138.48
1.000 137.78
0.618 137.35
HIGH 136.65
0.618 136.22
0.500 136.09
0.382 135.95
LOW 135.52
0.618 134.82
1.000 134.39
1.618 133.69
2.618 132.56
4.250 130.72
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 136.37 135.66
PP 136.23 134.81
S1 136.09 133.97

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

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