SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 131.14 132.09 0.95 0.7% 126.89
High 132.18 134.10 1.92 1.5% 134.10
Low 130.71 131.78 1.07 0.8% 126.64
Close 131.97 133.92 1.95 1.5% 133.92
Range 1.47 2.32 0.85 57.8% 7.46
ATR 1.63 1.68 0.05 3.0% 0.00
Volume 223,393,859 202,368,594 -21,025,265 -9.4% 995,184,843
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 140.23 139.39 135.20
R3 137.91 137.07 134.56
R2 135.59 135.59 134.35
R1 134.75 134.75 134.13 135.17
PP 133.27 133.27 133.27 133.48
S1 132.43 132.43 133.71 132.85
S2 130.95 130.95 133.49
S3 128.63 130.11 133.28
S4 126.31 127.79 132.64
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 153.93 151.39 138.02
R3 146.47 143.93 135.97
R2 139.01 139.01 135.29
R1 136.47 136.47 134.60 137.74
PP 131.55 131.55 131.55 132.19
S1 129.01 129.01 133.24 130.28
S2 124.09 124.09 132.55
S3 116.63 121.55 131.87
S4 109.17 114.09 129.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.10 126.64 7.46 5.6% 1.65 1.2% 98% True False 199,036,968
10 134.10 126.19 7.91 5.9% 1.70 1.3% 98% True False 193,594,627
20 134.10 126.19 7.91 5.9% 1.58 1.2% 98% True False 203,050,451
40 136.11 126.19 9.92 7.4% 1.56 1.2% 78% False False 182,683,667
60 137.18 126.19 10.99 8.2% 1.43 1.1% 70% False False 171,368,999
80 137.18 125.28 11.90 8.9% 1.40 1.0% 73% False False 176,235,283
100 137.18 125.28 11.90 8.9% 1.41 1.1% 73% False False 175,941,624
120 137.18 125.28 11.90 8.9% 1.35 1.0% 73% False False 170,141,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 143.96
2.618 140.17
1.618 137.85
1.000 136.42
0.618 135.53
HIGH 134.10
0.618 133.21
0.500 132.94
0.382 132.67
LOW 131.78
0.618 130.35
1.000 129.46
1.618 128.03
2.618 125.71
4.250 121.92
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 133.59 133.24
PP 133.27 132.55
S1 132.94 131.87

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

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