SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 110.64 108.35 -2.29 -2.1% 108.52
High 110.72 109.95 -0.77 -0.7% 110.80
Low 108.85 107.37 -1.48 -1.4% 104.38
Close 109.37 107.53 -1.84 -1.7% 109.37
Range 1.87 2.58 0.71 37.7% 6.42
ATR 2.80 2.79 -0.02 -0.6% 0.00
Volume 297,534,130 277,440,250 -20,093,880 -6.8% 1,611,872,120
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 116.02 114.36 108.95
R3 113.44 111.78 108.24
R2 110.86 110.86 108.00
R1 109.20 109.20 107.77 108.74
PP 108.28 108.28 108.28 108.06
S1 106.62 106.62 107.29 106.16
S2 105.70 105.70 107.06
S3 103.12 104.04 106.82
S4 100.54 101.46 106.11
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 127.44 124.83 112.90
R3 121.02 118.41 111.13
R2 114.60 114.60 110.55
R1 111.99 111.99 109.96 113.29
PP 108.18 108.18 108.18 108.84
S1 105.57 105.57 108.78 106.87
S2 101.76 101.76 108.19
S3 95.34 99.15 107.60
S4 88.92 92.73 105.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.80 104.38 6.42 6.0% 2.52 2.3% 49% False False 324,046,138
10 115.22 104.38 10.84 10.1% 2.64 2.5% 29% False False 367,366,981
20 119.03 104.38 14.65 13.6% 2.97 2.8% 22% False False 374,336,608
40 122.12 104.38 17.74 16.5% 2.17 2.0% 18% False False 285,223,905
60 122.12 104.38 17.74 16.5% 1.80 1.7% 18% False False 246,677,970
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
4.250 120.92
2.618 116.70
1.618 114.12
1.000 112.53
0.618 111.54
HIGH 109.95
0.618 108.96
0.500 108.66
0.382 108.36
LOW 107.37
0.618 105.78
1.000 104.79
1.618 103.20
2.618 100.62
4.250 96.41
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 108.66 109.09
PP 108.28 108.57
S1 107.91 108.05

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

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