SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 130.09 129.70 -0.39 -0.3% 134.77
High 130.36 130.07 -0.29 -0.2% 134.92
Low 128.87 128.85 -0.02 0.0% 130.08
Close 129.05 128.96 -0.09 -0.1% 130.42
Range 1.49 1.22 -0.27 -18.1% 4.84
ATR 1.54 1.52 -0.02 -1.5% 0.00
Volume 179,870,969 161,598,703 -18,272,266 -10.2% 776,232,359
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.95 132.18 129.63
R3 131.73 130.96 129.30
R2 130.51 130.51 129.18
R1 129.74 129.74 129.07 129.52
PP 129.29 129.29 129.29 129.18
S1 128.52 128.52 128.85 128.30
S2 128.07 128.07 128.74
S3 126.85 127.30 128.62
S4 125.63 126.08 128.29
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 146.33 143.21 133.08
R3 141.49 138.37 131.75
R2 136.65 136.65 131.31
R1 133.53 133.53 130.86 132.67
PP 131.81 131.81 131.81 131.38
S1 128.69 128.69 129.98 127.83
S2 126.97 126.97 129.53
S3 122.13 123.85 129.09
S4 117.29 119.01 127.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.92 128.85 6.07 4.7% 1.70 1.3% 2% False True 190,627,246
10 134.92 128.85 6.07 4.7% 1.45 1.1% 2% False True 169,421,505
20 136.11 128.85 7.26 5.6% 1.51 1.2% 2% False True 162,727,907
40 137.18 128.85 8.33 6.5% 1.34 1.0% 1% False True 156,098,062
60 137.18 125.28 11.90 9.2% 1.33 1.0% 31% False False 164,210,766
80 137.18 125.28 11.90 9.2% 1.37 1.1% 31% False False 169,572,820
100 137.18 125.28 11.90 9.2% 1.32 1.0% 31% False False 164,799,676
120 137.18 123.75 13.43 10.4% 1.23 1.0% 39% False False 155,743,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135.26
2.618 133.26
1.618 132.04
1.000 131.29
0.618 130.82
HIGH 130.07
0.618 129.60
0.500 129.46
0.382 129.32
LOW 128.85
0.618 128.10
1.000 127.63
1.618 126.88
2.618 125.66
4.250 123.67
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 129.46 130.14
PP 129.29 129.74
S1 129.13 129.35

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

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