SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 119.01 116.56 -2.45 -2.1% 121.85
High 119.03 117.80 -1.23 -1.0% 122.12
Low 116.92 115.97 -0.95 -0.8% 118.25
Close 117.52 116.82 -0.70 -0.6% 118.81
Range 2.11 1.83 -0.28 -13.3% 3.87
ATR 1.62 1.63 0.02 0.9% 0.00
Volume 360,190,460 328,746,480 -31,443,980 -8.7% 1,262,931,270
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 122.35 121.42 117.83
R3 120.52 119.59 117.32
R2 118.69 118.69 117.16
R1 117.76 117.76 116.99 118.23
PP 116.86 116.86 116.86 117.10
S1 115.93 115.93 116.65 116.40
S2 115.03 115.03 116.48
S3 113.20 114.10 116.32
S4 111.37 112.27 115.81
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
5 121.11 115.97 5.14 4.4% 1.74 1.5% 17% False True 267,015,946
10 122.12 115.97 6.15 5.3% 1.74 1.5% 14% False True 255,092,515
20 122.12 115.97 6.15 5.3% 1.46 1.2% 14% False True 215,826,307
40 122.12 114.35 7.77 6.7% 1.27 1.1% 32% False False 193,347,952
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.58
2.618 122.59
1.618 120.76
1.000 119.63
0.618 118.93
HIGH 117.80
0.618 117.10
0.500 116.89
0.382 116.67
LOW 115.97
0.618 114.84
1.000 114.14
1.618 113.01
2.618 111.18
4.250 108.19
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 116.89 118.33
PP 116.86 117.82
S1 116.84 117.32

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

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