SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 108.61 107.20 -1.41 -1.3% 108.35
High 109.33 107.61 -1.72 -1.6% 111.06
Low 106.47 105.41 -1.06 -1.0% 106.47
Close 106.82 105.49 -1.33 -1.2% 106.82
Range 2.87 2.20 -0.67 -23.2% 4.60
ATR 2.81 2.76 -0.04 -1.5% 0.00
Volume 395,563,850 264,302,565 -131,261,285 -33.2% 1,139,492,717
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 112.77 111.33 106.70
R3 110.57 109.13 106.10
R2 108.37 108.37 105.89
R1 106.93 106.93 105.69 106.55
PP 106.17 106.17 106.17 105.98
S1 104.73 104.73 105.29 104.35
S2 103.97 103.97 105.09
S3 101.77 102.53 104.89
S4 99.57 100.33 104.28
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
5 111.06 105.41 5.65 5.4% 2.39 2.3% 1% False True 280,759,056
10 111.06 104.38 6.68 6.3% 2.37 2.3% 17% False False 301,566,740
20 117.68 104.38 13.30 12.6% 2.42 2.3% 8% False False 332,559,971
40 122.12 104.38 17.74 16.8% 2.30 2.2% 6% False False 298,736,910
60 122.12 104.38 17.74 16.8% 1.90 1.8% 6% False False 255,196,678
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.96
2.618 113.37
1.618 111.17
1.000 109.81
0.618 108.97
HIGH 107.61
0.618 106.77
0.500 106.51
0.382 106.25
LOW 105.41
0.618 104.05
1.000 103.21
1.618 101.85
2.618 99.65
4.250 96.06
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 106.51 108.24
PP 106.17 107.32
S1 105.83 106.41

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

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