SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 133.58 135.08 1.50 1.1% 134.17
High 134.73 136.25 1.52 1.1% 134.26
Low 133.28 134.37 1.09 0.8% 131.16
Close 134.40 135.70 1.30 1.0% 134.14
Range 1.45 1.88 0.43 29.7% 3.10
ATR 1.89 1.89 0.00 -0.1% 0.00
Volume 131,254,500 137,277,156 6,022,656 4.6% 923,410,547
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 141.08 140.27 136.73
R3 139.20 138.39 136.22
R2 137.32 137.32 136.04
R1 136.51 136.51 135.87 136.92
PP 135.44 135.44 135.44 135.64
S1 134.63 134.63 135.53 135.04
S2 133.56 133.56 135.36
S3 131.68 132.75 135.18
S4 129.80 130.87 134.67
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
5 136.25 131.62 4.63 3.4% 1.65 1.2% 88% True False 168,102,396
10 136.25 129.93 6.32 4.7% 1.88 1.4% 91% True False 170,442,962
20 136.25 127.14 9.11 6.7% 1.96 1.4% 94% True False 176,976,573
40 141.66 127.14 14.52 10.7% 1.76 1.3% 59% False False 174,686,457
60 142.21 127.14 15.07 11.1% 1.64 1.2% 57% False False 167,317,321
80 142.21 127.14 15.07 11.1% 1.49 1.1% 57% False False 160,831,084
100 142.21 127.14 15.07 11.1% 1.40 1.0% 57% False False 157,367,192
120 142.21 124.73 17.48 12.9% 1.37 1.0% 63% False False 154,294,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 144.24
2.618 141.17
1.618 139.29
1.000 138.13
0.618 137.41
HIGH 136.25
0.618 135.53
0.500 135.31
0.382 135.09
LOW 134.37
0.618 133.21
1.000 132.49
1.618 131.33
2.618 129.45
4.250 126.38
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 135.57 135.36
PP 135.44 135.02
S1 135.31 134.68

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

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