SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2011

Day Change Summary
	Previous	Current
	21-Jun-2011	22-Jun-2011	Change	Change %	Previous Week
Open	128.36	129.05	0.69	0.5%	127.89
High	129.70	129.81	0.11	0.1%	129.77
Low	127.75	128.59	0.84	0.7%	126.32
Close	129.45	128.67	-0.78	-0.6%	127.05
Range	1.95	1.22	-0.73	-37.4%	3.45
ATR	1.62	1.59	-0.03	-1.8%	0.00
Volume	192,756,719	175,394,781	-17,361,938	-9.0%	1,185,741,548

Daily Pivots for day following 22-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	132.68	131.90	129.34
R3	131.46	130.68	129.01
R2	130.24	130.24	128.89
R1	129.46	129.46	128.78	129.24
PP	129.02	129.02	129.02	128.92
S1	128.24	128.24	128.56	128.02
S2	127.80	127.80	128.45
S3	126.58	127.02	128.33
S4	125.36	125.80	128.00

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	129.81	126.32	3.49	2.7%	1.51	1.2%	67%	True	False	214,042,756
10	129.93	126.32	3.61	2.8%	1.54	1.2%	65%	False	False	211,270,822
20	134.92	126.32	8.60	6.7%	1.50	1.2%	27%	False	False	192,962,330
40	137.18	126.32	10.86	8.4%	1.47	1.1%	22%	False	False	173,515,317
60	137.18	126.32	10.86	8.4%	1.32	1.0%	22%	False	False	162,780,146
80	137.18	125.28	11.90	9.2%	1.41	1.1%	28%	False	False	176,822,954
100	137.18	125.28	11.90	9.2%	1.36	1.1%	28%	False	False	171,108,886
120	137.18	125.28	11.90	9.2%	1.31	1.0%	28%	False	False	165,917,126

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135.00
2.618	133.00
1.618	131.78
1.000	131.03
0.618	130.56
HIGH	129.81
0.618	129.34
0.500	129.20
0.382	129.06
LOW	128.59
0.618	127.84
1.000	127.37
1.618	126.62
2.618	125.40
4.250	123.41

Fisher Pivots for day following 22-Jun-2011
Pivot	1 day	3 day
R1	129.20	128.51
PP	129.02	128.35
S1	128.85	128.20

Download as Excel Spreadsheet

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

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