SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	105.57	107.24	1.67	1.6%	108.35
High	106.83	108.28	1.45	1.4%	111.06
Low	104.65	105.60	0.95	0.9%	106.47
Close	106.62	106.05	-0.57	-0.5%	106.82
Range	2.18	2.68	0.50	22.9%	4.60
ATR	2.72	2.72	0.00	-0.1%	0.00
Volume	357,539,060	267,757,004	-89,782,056	-25.1%	1,139,492,717

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	114.68	113.05	107.52
R3	112.00	110.37	106.79
R2	109.32	109.32	106.54
R1	107.69	107.69	106.30	107.17
PP	106.64	106.64	106.64	106.38
S1	105.01	105.01	105.80	104.49
S2	103.96	103.96	105.56
S3	101.28	102.33	105.31
S4	98.60	99.65	104.58

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121.90	118.96	109.35
R3	117.31	114.36	108.08
R2	112.71	112.71	107.66
R1	109.77	109.77	107.24	108.94
PP	108.12	108.12	108.12	107.70
S1	105.17	105.17	106.40	104.35
S2	103.52	103.52	105.98
S3	98.93	100.58	105.56
S4	94.33	95.98	104.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.06	104.65	6.41	6.0%	2.28	2.2%	22%	False	False	302,326,767
10	111.06	104.65	6.41	6.0%	2.33	2.2%	22%	False	False	297,600,177
20	117.68	104.38	13.30	12.5%	2.46	2.3%	13%	False	False	328,315,557
40	122.12	104.38	17.74	16.7%	2.38	2.2%	9%	False	False	308,489,963
60	122.12	104.38	17.74	16.7%	1.95	1.8%	9%	False	False	260,477,291

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	0.65
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119.67
2.618	115.30
1.618	112.62
1.000	110.96
0.618	109.94
HIGH	108.28
0.618	107.26
0.500	106.94
0.382	106.62
LOW	105.60
0.618	103.94
1.000	102.92
1.618	101.26
2.618	98.58
4.250	94.21

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	106.94	106.47
PP	106.64	106.33
S1	106.35	106.19

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols