SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 103.11 103.64 0.53 0.5% 108.03
High 103.42 104.37 0.95 0.9% 108.32
Low 101.62 101.88 0.26 0.3% 101.13
Close 102.20 102.87 0.67 0.7% 102.20
Range 1.80 2.49 0.69 38.3% 7.19
ATR 2.22 2.24 0.02 0.9% 0.00
Volume 233,291,686 255,795,175 22,503,489 9.6% 1,441,517,714
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 110.51 109.18 104.24
R3 108.02 106.69 103.55
R2 105.53 105.53 103.33
R1 104.20 104.20 103.10 103.62
PP 103.04 103.04 103.04 102.75
S1 101.71 101.71 102.64 101.13
S2 100.55 100.55 102.41
S3 98.06 99.22 102.19
S4 95.57 96.73 101.50
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 125.45 121.02 106.15
R3 118.26 113.83 104.18
R2 111.07 111.07 103.52
R1 106.64 106.64 102.86 105.26
PP 103.88 103.88 103.88 103.20
S1 99.45 99.45 101.54 98.07
S2 96.69 96.69 100.88
S3 89.50 92.26 100.22
S4 82.31 85.07 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.07 101.13 4.94 4.8% 2.23 2.2% 35% False False 305,679,176
10 111.90 101.13 10.77 10.5% 1.97 1.9% 16% False False 269,692,330
20 113.20 101.13 12.07 11.7% 1.91 1.9% 14% False False 258,226,469
40 117.68 101.13 16.55 16.1% 2.17 2.1% 11% False False 295,393,220
60 122.12 101.13 20.99 20.4% 2.17 2.1% 8% False False 285,233,430
80 122.12 101.13 20.99 20.4% 1.90 1.8% 8% False False 255,954,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.95
2.618 110.89
1.618 108.40
1.000 106.86
0.618 105.91
HIGH 104.37
0.618 103.42
0.500 103.13
0.382 102.83
LOW 101.88
0.618 100.34
1.000 99.39
1.618 97.85
2.618 95.36
4.250 91.30
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 103.13 102.83
PP 103.04 102.79
S1 102.96 102.75

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

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