SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 136.48 136.48 0.00 0.0% 132.05
High 136.65 137.51 0.86 0.6% 136.27
Low 135.52 136.34 0.82 0.6% 130.85
Close 136.51 137.41 0.90 0.7% 136.11
Range 1.13 1.17 0.04 3.5% 5.42
ATR 1.97 1.91 -0.06 -2.9% 0.00
Volume 129,354,141 80,495,842 -48,858,299 -37.8% 776,959,359
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 140.60 140.17 138.05
R3 139.43 139.00 137.73
R2 138.26 138.26 137.62
R1 137.83 137.83 137.52 138.05
PP 137.09 137.09 137.09 137.19
S1 136.66 136.66 137.30 136.88
S2 135.92 135.92 137.20
S3 134.75 135.49 137.09
S4 133.58 134.32 136.77
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
5 137.51 131.28 6.23 4.5% 1.38 1.0% 98% True False 139,822,393
10 137.51 130.85 6.66 4.8% 1.60 1.2% 98% True False 152,835,098
20 137.51 129.93 7.58 5.5% 1.74 1.3% 99% True False 161,639,030
40 137.51 127.14 10.37 7.5% 1.84 1.3% 99% True False 178,210,187
60 141.66 127.14 14.52 10.6% 1.68 1.2% 71% False False 169,331,482
80 142.21 127.14 15.07 11.0% 1.55 1.1% 68% False False 161,787,916
100 142.21 127.14 15.07 11.0% 1.45 1.1% 68% False False 158,561,984
120 142.21 127.14 15.07 11.0% 1.41 1.0% 68% False False 156,150,159
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.48
2.618 140.57
1.618 139.40
1.000 138.68
0.618 138.23
HIGH 137.51
0.618 137.06
0.500 136.93
0.382 136.79
LOW 136.34
0.618 135.62
1.000 135.17
1.618 134.45
2.618 133.28
4.250 131.37
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 137.25 137.00
PP 137.09 136.59
S1 136.93 136.18

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

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