SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 135.47 135.38 -0.09 -0.1% 136.48
High 135.77 135.57 -0.20 -0.1% 137.80
Low 134.85 134.70 -0.15 -0.1% 134.85
Close 135.49 135.32 -0.17 -0.1% 135.49
Range 0.92 0.87 -0.05 -5.4% 2.95
ATR 1.88 1.81 -0.07 -3.8% 0.00
Volume 151,152,406 103,746,797 -47,405,609 -31.4% 488,454,256
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 137.81 137.43 135.80
R3 136.94 136.56 135.56
R2 136.07 136.07 135.48
R1 135.69 135.69 135.40 135.45
PP 135.20 135.20 135.20 135.07
S1 134.82 134.82 135.24 134.58
S2 134.33 134.33 135.16
S3 133.46 133.95 135.08
S4 132.59 133.08 134.84
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
5 137.80 134.70 3.10 2.3% 1.12 0.8% 20% False True 118,440,210
10 137.80 130.85 6.95 5.1% 1.29 1.0% 64% False False 136,916,041
20 137.80 130.85 6.95 5.1% 1.62 1.2% 64% False False 155,132,212
40 137.80 127.14 10.66 7.9% 1.79 1.3% 77% False False 173,162,564
60 141.66 127.14 14.52 10.7% 1.65 1.2% 56% False False 166,666,987
80 142.21 127.14 15.07 11.1% 1.55 1.1% 54% False False 161,155,457
100 142.21 127.14 15.07 11.1% 1.46 1.1% 54% False False 157,891,675
120 142.21 127.14 15.07 11.1% 1.41 1.0% 54% False False 155,749,193
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 139.27
2.618 137.85
1.618 136.98
1.000 136.44
0.618 136.11
HIGH 135.57
0.618 135.24
0.500 135.14
0.382 135.03
LOW 134.70
0.618 134.16
1.000 133.83
1.618 133.29
2.618 132.42
4.250 131.00
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 135.26 136.25
PP 135.20 135.94
S1 135.14 135.63

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

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