SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 136.90 135.47 -1.43 -1.0% 136.48
High 137.80 135.77 -2.03 -1.5% 137.80
Low 136.29 134.85 -1.44 -1.1% 134.85
Close 136.79 135.49 -1.30 -1.0% 135.49
Range 1.51 0.92 -0.59 -39.1% 2.95
ATR 1.88 1.88 0.00 0.2% 0.00
Volume 127,451,867 151,152,406 23,700,539 18.6% 488,454,256
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 138.13 137.73 136.00
R3 137.21 136.81 135.74
R2 136.29 136.29 135.66
R1 135.89 135.89 135.57 136.09
PP 135.37 135.37 135.37 135.47
S1 134.97 134.97 135.41 135.17
S2 134.45 134.45 135.32
S3 133.53 134.05 135.24
S4 132.61 133.13 134.98
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 144.90 143.14 137.11
R3 141.95 140.19 136.30
R2 139.00 139.00 136.03
R1 137.24 137.24 135.76 136.65
PP 136.05 136.05 136.05 135.75
S1 134.29 134.29 135.22 133.70
S2 133.10 133.10 134.95
S3 130.15 131.34 134.68
S4 127.20 128.39 133.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.80 134.85 2.95 2.2% 1.23 0.9% 22% False True 140,122,591
10 137.80 130.85 6.95 5.1% 1.31 1.0% 67% False False 139,538,397
20 137.80 130.85 6.95 5.1% 1.67 1.2% 67% False False 157,135,461
40 137.80 127.14 10.66 7.9% 1.80 1.3% 78% False False 174,328,650
60 141.66 127.14 14.52 10.7% 1.67 1.2% 58% False False 167,498,651
80 142.21 127.14 15.07 11.1% 1.55 1.1% 55% False False 161,672,519
100 142.21 127.14 15.07 11.1% 1.46 1.1% 55% False False 158,513,598
120 142.21 127.14 15.07 11.1% 1.41 1.0% 55% False False 155,984,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 139.68
2.618 138.18
1.618 137.26
1.000 136.69
0.618 136.34
HIGH 135.77
0.618 135.42
0.500 135.31
0.382 135.20
LOW 134.85
0.618 134.28
1.000 133.93
1.618 133.36
2.618 132.44
4.250 130.94
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 135.43 136.33
PP 135.37 136.05
S1 135.31 135.77

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

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