SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 110.65 108.61 -2.04 -1.8% 108.35
High 111.06 109.33 -1.73 -1.6% 111.06
Low 109.58 106.47 -3.12 -2.8% 106.47
Close 110.71 106.82 -3.89 -3.5% 106.82
Range 1.48 2.87 1.39 93.6% 4.60
ATR 2.70 2.81 0.11 4.1% 0.00
Volume 226,471,356 395,563,850 169,092,494 74.7% 1,139,492,717
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 116.13 114.34 108.40
R3 113.27 111.48 107.61
R2 110.40 110.40 107.35
R1 108.61 108.61 107.08 108.08
PP 107.54 107.54 107.54 107.27
S1 105.75 105.75 106.56 105.21
S2 104.67 104.67 106.29
S3 101.81 102.88 106.03
S4 98.94 100.02 105.24
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
5 111.06 106.47 4.60 4.3% 2.33 2.2% 8% False True 287,405,369
10 111.06 104.38 6.68 6.3% 2.56 2.4% 37% False False 325,199,051
20 117.68 104.38 13.30 12.5% 2.53 2.4% 18% False False 351,185,260
40 122.12 104.38 17.74 16.6% 2.26 2.1% 14% False False 295,446,944
60 122.12 104.38 17.74 16.6% 1.88 1.8% 14% False False 253,465,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121.51
2.618 116.83
1.618 113.97
1.000 112.20
0.618 111.10
HIGH 109.33
0.618 108.24
0.500 107.90
0.382 107.56
LOW 106.47
0.618 104.69
1.000 103.60
1.618 101.83
2.618 98.96
4.250 94.29
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 107.90 108.76
PP 107.54 108.12
S1 107.18 107.47

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

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