SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 116.56 116.26 -0.30 -0.3% 121.85
High 117.80 117.00 -0.80 -0.7% 122.12
Low 115.97 105.00 -10.97 -9.5% 118.25
Close 116.82 112.94 -3.88 -3.3% 118.81
Range 1.83 12.00 10.17 555.7% 3.87
ATR 1.63 2.37 0.74 45.4% 0.00
Volume 328,746,480 636,142,490 307,396,010 93.5% 1,262,931,270
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 147.65 142.29 119.54
R3 135.65 130.29 116.24
R2 123.65 123.65 115.14
R1 118.29 118.29 114.04 114.97
PP 111.65 111.65 111.65 109.99
S1 106.29 106.29 111.84 102.97
S2 99.65 99.65 110.74
S3 87.65 94.29 109.64
S4 75.65 82.29 106.34
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
5 121.01 105.00 16.01 14.2% 3.93 3.5% 50% False True 355,524,263
10 122.12 105.00 17.12 15.2% 2.73 2.4% 46% False True 294,795,905
20 122.12 105.00 17.12 15.2% 1.99 1.8% 46% False True 239,708,628
40 122.12 105.00 17.12 15.2% 1.55 1.4% 46% False True 204,605,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 168.00
2.618 148.42
1.618 136.42
1.000 129.00
0.618 124.42
HIGH 117.00
0.618 112.42
0.500 111.00
0.382 109.58
LOW 105.00
0.618 97.58
1.000 93.00
1.618 85.58
2.618 73.58
4.250 54.00
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 112.29 112.63
PP 111.65 112.32
S1 111.00 112.02

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

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