SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 120.88 119.38 -1.50 -1.2% 121.85
High 121.01 120.68 -0.33 -0.3% 122.12
Low 118.78 119.20 0.42 0.4% 118.25
Close 118.81 120.35 1.54 1.3% 118.81
Range 2.23 1.48 -0.75 -33.6% 3.87
ATR 1.45 1.48 0.03 2.1% 0.00
Volume 269,860,320 182,681,566 -87,178,754 -32.3% 1,262,931,270
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 124.52 123.91 121.16
R3 123.04 122.43 120.76
R2 121.56 121.56 120.62
R1 120.95 120.95 120.49 121.26
PP 120.08 120.08 120.08 120.23
S1 119.47 119.47 120.21 119.78
S2 118.60 118.60 120.08
S3 117.12 117.99 119.94
S4 115.64 116.51 119.54
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 131.34 128.95 120.94
R3 127.47 125.08 119.88
R2 123.60 123.60 119.52
R1 121.21 121.21 119.17 120.47
PP 119.73 119.73 119.73 119.36
S1 117.34 117.34 118.46 116.60
S2 115.86 115.86 118.10
S3 111.99 113.47 117.75
S4 108.12 109.60 116.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.33 118.25 3.08 2.6% 1.85 1.5% 68% False False 260,452,234
10 122.12 118.25 3.87 3.2% 1.58 1.3% 54% False False 221,223,060
20 122.12 117.60 4.52 3.8% 1.37 1.1% 61% False False 196,111,202
40 122.12 113.87 8.25 6.9% 1.21 1.0% 79% False False 182,848,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.97
2.618 124.55
1.618 123.07
1.000 122.16
0.618 121.59
HIGH 120.68
0.618 120.11
0.500 119.94
0.382 119.77
LOW 119.20
0.618 118.29
1.000 117.72
1.618 116.81
2.618 115.33
4.250 112.91
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 120.21 120.22
PP 120.08 120.08
S1 119.94 119.95

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

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