SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 132.42 132.29 -0.13 -0.1% 133.58
High 133.43 132.99 -0.44 -0.3% 136.25
Low 131.97 131.28 -0.69 -0.5% 132.33
Close 133.17 132.79 -0.38 -0.3% 133.46
Range 1.46 1.71 0.25 17.1% 3.92
ATR 1.92 1.92 0.00 -0.1% 0.00
Volume 108,027,297 169,075,984 61,048,687 56.5% 810,073,296
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 137.48 136.85 133.73
R3 135.77 135.14 133.26
R2 134.06 134.06 133.10
R1 133.43 133.43 132.95 133.75
PP 132.35 132.35 132.35 132.51
S1 131.72 131.72 132.63 132.04
S2 130.64 130.64 132.48
S3 128.93 130.01 132.32
S4 127.22 128.30 131.85
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 145.77 143.54 135.62
R3 141.85 139.62 134.54
R2 137.93 137.93 134.18
R1 135.70 135.70 133.82 134.86
PP 134.01 134.01 134.01 133.59
S1 131.78 131.78 133.10 130.94
S2 130.09 130.09 132.74
S3 126.17 127.86 132.38
S4 122.25 123.94 131.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.71 130.85 2.86 2.2% 1.39 1.0% 68% False False 138,954,203
10 136.25 130.85 5.40 4.1% 1.67 1.3% 36% False False 154,420,570
20 136.25 127.14 9.11 6.9% 1.87 1.4% 62% False False 171,506,476
40 140.45 127.14 13.31 10.0% 1.87 1.4% 42% False False 179,289,123
60 141.66 127.14 14.52 10.9% 1.69 1.3% 39% False False 169,160,245
80 142.21 127.14 15.07 11.3% 1.54 1.2% 37% False False 161,303,236
100 142.21 127.14 15.07 11.3% 1.45 1.1% 37% False False 158,568,254
120 142.21 127.14 15.07 11.3% 1.40 1.1% 37% False False 155,347,431
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 140.26
2.618 137.47
1.618 135.76
1.000 134.70
0.618 134.05
HIGH 132.99
0.618 132.34
0.500 132.14
0.382 131.93
LOW 131.28
0.618 130.22
1.000 129.57
1.618 128.51
2.618 126.80
4.250 124.01
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 132.57 132.59
PP 132.35 132.38
S1 132.14 132.18

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

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