SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 133.49 135.15 1.66 1.2% 126.89
High 134.14 135.70 1.56 1.2% 134.10
Low 133.11 134.88 1.77 1.3% 126.64
Close 133.97 135.36 1.39 1.0% 133.92
Range 1.03 0.82 -0.21 -20.4% 7.46
ATR 1.57 1.58 0.01 0.7% 0.00
Volume 143,226,734 168,250,203 25,023,469 17.5% 995,184,843
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 137.77 137.39 135.81
R3 136.95 136.57 135.59
R2 136.13 136.13 135.51
R1 135.75 135.75 135.44 135.94
PP 135.31 135.31 135.31 135.41
S1 134.93 134.93 135.28 135.12
S2 134.49 134.49 135.21
S3 133.67 134.11 135.13
S4 132.85 133.29 134.91
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
5 135.70 130.71 4.99 3.7% 1.27 0.9% 93% True False 180,662,018
10 135.70 126.19 9.51 7.0% 1.50 1.1% 96% True False 188,598,360
20 135.70 126.19 9.51 7.0% 1.52 1.1% 96% True False 199,934,591
40 135.70 126.19 9.51 7.0% 1.51 1.1% 96% True False 183,456,401
60 137.18 126.19 10.99 8.1% 1.40 1.0% 83% False False 171,994,287
80 137.18 125.28 11.90 8.8% 1.37 1.0% 85% False False 172,684,967
100 137.18 125.28 11.90 8.8% 1.39 1.0% 85% False False 176,252,474
120 137.18 125.28 11.90 8.8% 1.36 1.0% 85% False False 171,233,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.19
2.618 137.85
1.618 137.03
1.000 136.52
0.618 136.21
HIGH 135.70
0.618 135.39
0.500 135.29
0.382 135.19
LOW 134.88
0.618 134.37
1.000 134.06
1.618 133.55
2.618 132.73
4.250 131.40
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 135.34 135.04
PP 135.31 134.72
S1 135.29 134.41

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

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