SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 136.48 136.90 0.42 0.3% 132.05
High 137.51 137.80 0.29 0.2% 136.27
Low 136.34 136.29 -0.05 0.0% 130.85
Close 137.41 136.79 -0.62 -0.5% 136.11
Range 1.17 1.51 0.34 29.1% 5.42
ATR 1.91 1.88 -0.03 -1.5% 0.00
Volume 80,495,842 127,451,867 46,956,025 58.3% 776,959,359
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 141.49 140.65 137.62
R3 139.98 139.14 137.21
R2 138.47 138.47 137.07
R1 137.63 137.63 136.93 137.30
PP 136.96 136.96 136.96 136.79
S1 136.12 136.12 136.65 135.79
S2 135.45 135.45 136.51
S3 133.94 134.61 136.37
S4 132.43 133.10 135.96
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
5 137.80 131.28 6.52 4.8% 1.39 1.0% 85% True False 143,707,307
10 137.80 130.85 6.95 5.1% 1.56 1.1% 85% True False 144,942,234
20 137.80 130.85 6.95 5.1% 1.71 1.2% 85% True False 158,809,818
40 137.80 127.14 10.66 7.8% 1.83 1.3% 91% True False 176,066,401
60 141.66 127.14 14.52 10.6% 1.67 1.2% 66% False False 167,535,971
80 142.21 127.14 15.07 11.0% 1.56 1.1% 64% False False 162,082,301
100 142.21 127.14 15.07 11.0% 1.46 1.1% 64% False False 158,158,611
120 142.21 127.14 15.07 11.0% 1.42 1.0% 64% False False 156,222,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 144.22
2.618 141.75
1.618 140.24
1.000 139.31
0.618 138.73
HIGH 137.80
0.618 137.22
0.500 137.05
0.382 136.87
LOW 136.29
0.618 135.36
1.000 134.78
1.618 133.85
2.618 132.34
4.250 129.87
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 137.05 136.75
PP 136.96 136.70
S1 136.88 136.66

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

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