SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 132.34 133.38 1.04 0.8% 134.17
High 134.00 134.26 0.26 0.2% 134.26
Low 131.98 133.10 1.12 0.8% 131.16
Close 133.47 134.14 0.67 0.5% 134.14
Range 2.02 1.16 -0.86 -42.6% 3.10
ATR 1.99 1.93 -0.06 -3.0% 0.00
Volume 230,551,219 169,331,750 -61,219,469 -26.6% 923,410,547
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.31 136.89 134.78
R3 136.15 135.73 134.46
R2 134.99 134.99 134.35
R1 134.57 134.57 134.25 134.78
PP 133.83 133.83 133.83 133.94
S1 133.41 133.41 134.03 133.62
S2 132.67 132.67 133.93
S3 131.51 132.25 133.82
S4 130.35 131.09 133.50
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 142.49 141.41 135.85
R3 139.39 138.31 134.99
R2 136.29 136.29 134.71
R1 135.21 135.21 134.42 134.20
PP 133.19 133.19 133.19 132.68
S1 132.11 132.11 133.86 131.10
S2 130.09 130.09 133.57
S3 126.99 129.01 133.29
S4 123.89 125.91 132.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.26 131.16 3.10 2.3% 1.95 1.5% 96% True False 184,682,109
10 134.26 127.14 7.12 5.3% 1.85 1.4% 98% True False 180,212,442
20 134.26 127.14 7.12 5.3% 1.99 1.5% 98% True False 188,419,210
40 141.66 127.14 14.52 10.8% 1.72 1.3% 48% False False 175,841,615
60 142.21 127.14 15.07 11.2% 1.62 1.2% 46% False False 167,102,124
80 142.21 127.14 15.07 11.2% 1.47 1.1% 46% False False 160,513,275
100 142.21 127.14 15.07 11.2% 1.41 1.0% 46% False False 158,511,977
120 142.21 124.73 17.48 13.0% 1.36 1.0% 54% False False 153,539,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139.19
2.618 137.30
1.618 136.14
1.000 135.42
0.618 134.98
HIGH 134.26
0.618 133.82
0.500 133.68
0.382 133.54
LOW 133.10
0.618 132.38
1.000 131.94
1.618 131.22
2.618 130.06
4.250 128.17
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 133.99 133.74
PP 133.83 133.34
S1 133.68 132.94

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

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