SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	135.08	135.71	0.63	0.5%	134.17
High	136.25	136.10	-0.15	-0.1%	134.26
Low	134.37	134.27	-0.10	-0.1%	131.16
Close	135.70	135.48	-0.22	-0.2%	134.14
Range	1.88	1.83	-0.05	-2.7%	3.10
ATR	1.89	1.89	0.00	-0.2%	0.00
Volume	137,277,156	206,380,500	69,103,344	50.3%	923,410,547

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.77	139.96	136.49
R3	138.94	138.13	135.98
R2	137.11	137.11	135.82
R1	136.30	136.30	135.65	135.79
PP	135.28	135.28	135.28	135.03
S1	134.47	134.47	135.31	133.96
S2	133.45	133.45	135.14
S3	131.62	132.64	134.98
S4	129.79	130.81	134.47

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	142.49	141.41	135.85
R3	139.39	138.31	134.99
R2	136.29	136.29	134.71
R1	135.21	135.21	134.42	134.20
PP	133.19	133.19	133.19	132.68
S1	132.11	132.11	133.86	131.10
S2	130.09	130.09	133.57
S3	126.99	129.01	133.29
S4	123.89	125.91	132.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	136.25	131.98	4.27	3.2%	1.67	1.2%	82%	False	False	174,959,025
10	136.25	131.16	5.09	3.8%	1.85	1.4%	85%	False	False	172,677,401
20	136.25	127.14	9.11	6.7%	1.95	1.4%	92%	False	False	177,425,839
40	141.66	127.14	14.52	10.7%	1.78	1.3%	57%	False	False	176,411,212
60	142.21	127.14	15.07	11.1%	1.65	1.2%	55%	False	False	168,759,347
80	142.21	127.14	15.07	11.1%	1.49	1.1%	55%	False	False	161,590,503
100	142.21	127.14	15.07	11.1%	1.41	1.0%	55%	False	False	158,078,802
120	142.21	124.86	17.35	12.8%	1.37	1.0%	61%	False	False	155,022,371

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	143.88
2.618	140.89
1.618	139.06
1.000	137.93
0.618	137.23
HIGH	136.10
0.618	135.40
0.500	135.19
0.382	134.97
LOW	134.27
0.618	133.14
1.000	132.44
1.618	131.31
2.618	129.48
4.250	126.49

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	135.38	135.24
PP	135.28	135.00
S1	135.19	134.77

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