SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 127.93 126.62 -1.31 -1.0% 127.89
High 127.94 127.97 0.03 0.0% 129.77
Low 126.62 126.58 -0.04 0.0% 126.32
Close 127.05 127.70 0.65 0.5% 127.05
Range 1.32 1.39 0.07 5.3% 3.45
ATR 1.60 1.59 -0.02 -1.0% 0.00
Volume 234,853,281 159,358,813 -75,494,468 -32.1% 1,185,741,548
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 131.59 131.03 128.46
R3 130.20 129.64 128.08
R2 128.81 128.81 127.95
R1 128.25 128.25 127.83 128.53
PP 127.42 127.42 127.42 127.56
S1 126.86 126.86 127.57 127.14
S2 126.03 126.03 127.45
S3 124.64 125.47 127.32
S4 123.25 124.08 126.94
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 138.06 136.01 128.95
R3 134.61 132.56 128.00
R2 131.16 131.16 127.68
R1 129.11 129.11 127.37 128.41
PP 127.71 127.71 127.71 127.37
S1 125.66 125.66 126.73 124.96
S2 124.26 124.26 126.42
S3 120.81 122.21 126.10
S4 117.36 118.76 125.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.77 126.32 3.45 2.7% 1.59 1.2% 40% False False 232,625,269
10 130.07 126.32 3.75 2.9% 1.45 1.1% 37% False False 210,455,059
20 134.92 126.32 8.60 6.7% 1.49 1.2% 16% False False 190,255,848
40 137.18 126.32 10.86 8.5% 1.44 1.1% 13% False False 169,615,684
60 137.18 126.32 10.86 8.5% 1.30 1.0% 13% False False 161,052,764
80 137.18 125.28 11.90 9.3% 1.39 1.1% 20% False False 175,756,890
100 137.18 125.28 11.90 9.3% 1.36 1.1% 20% False False 171,614,499
120 137.18 125.28 11.90 9.3% 1.29 1.0% 20% False False 163,970,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.88
2.618 131.61
1.618 130.22
1.000 129.36
0.618 128.83
HIGH 127.97
0.618 127.44
0.500 127.28
0.382 127.11
LOW 126.58
0.618 125.72
1.000 125.19
1.618 124.33
2.618 122.94
4.250 120.67
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 127.56 127.52
PP 127.42 127.33
S1 127.28 127.15

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

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