SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 127.16 128.27 1.11 0.9% 126.62
High 128.64 128.37 -0.27 -0.2% 129.81
Low 126.19 126.62 0.43 0.3% 126.19
Close 128.30 126.81 -1.49 -1.2% 126.81
Range 2.45 1.75 -0.70 -28.6% 3.62
ATR 1.65 1.66 0.01 0.4% 0.00
Volume 326,720,188 86,530,930 -240,189,258 -73.5% 940,761,431
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 132.52 131.41 127.77
R3 130.77 129.66 127.29
R2 129.02 129.02 127.13
R1 127.91 127.91 126.97 127.59
PP 127.27 127.27 127.27 127.11
S1 126.16 126.16 126.65 125.84
S2 125.52 125.52 126.49
S3 123.77 124.41 126.33
S4 122.02 122.66 125.85
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 138.46 136.26 128.80
R3 134.84 132.64 127.81
R2 131.22 131.22 127.47
R1 129.02 129.02 127.14 130.12
PP 127.60 127.60 127.60 128.16
S1 125.40 125.40 126.48 126.50
S2 123.98 123.98 126.15
S3 120.36 121.78 125.81
S4 116.74 118.16 124.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.81 126.19 3.62 2.9% 1.75 1.4% 17% False False 188,152,286
10 129.81 126.19 3.62 2.9% 1.65 1.3% 17% False False 212,650,297
20 134.92 126.19 8.73 6.9% 1.56 1.2% 7% False False 198,145,480
40 137.18 126.19 10.99 8.7% 1.52 1.2% 6% False False 177,148,112
60 137.18 126.19 10.99 8.7% 1.36 1.1% 6% False False 165,252,225
80 137.18 125.28 11.90 9.4% 1.40 1.1% 13% False False 176,266,107
100 137.18 125.28 11.90 9.4% 1.37 1.1% 13% False False 172,081,117
120 137.18 125.28 11.90 9.4% 1.33 1.1% 13% False False 167,446,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.81
2.618 132.95
1.618 131.20
1.000 130.12
0.618 129.45
HIGH 128.37
0.618 127.70
0.500 127.50
0.382 127.29
LOW 126.62
0.618 125.54
1.000 124.87
1.618 123.79
2.618 122.04
4.250 119.18
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 127.50 128.00
PP 127.27 127.60
S1 127.04 127.21

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

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