SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 115.81 115.07 -0.74 -0.6% 119.38
High 116.65 117.36 0.71 0.6% 120.68
Low 114.91 114.91 0.00 0.0% 105.00
Close 116.16 115.83 -0.33 -0.3% 111.26
Range 1.74 2.45 0.71 40.8% 15.68
ATR 2.72 2.70 -0.02 -0.7% 0.00
Volume 395,942,200 314,242,160 -81,700,040 -20.6% 2,144,569,326
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 123.38 122.06 117.18
R3 120.93 119.61 116.50
R2 118.48 118.48 116.28
R1 117.16 117.16 116.05 117.82
PP 116.03 116.03 116.03 116.37
S1 114.71 114.71 115.61 115.37
S2 113.58 113.58 115.38
S3 111.13 112.26 115.16
S4 108.68 109.81 114.48
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 159.35 150.99 119.88
R3 143.67 135.31 115.57
R2 127.99 127.99 114.13
R1 119.63 119.63 112.70 115.97
PP 112.31 112.31 112.31 110.49
S1 103.95 103.95 109.82 100.29
S2 96.63 96.63 108.39
S3 80.95 88.27 106.95
S4 65.27 72.59 102.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.80 105.00 12.80 11.1% 4.48 3.9% 85% False False 462,376,332
10 121.11 105.00 16.11 13.9% 3.07 2.6% 67% False False 361,876,334
20 122.12 105.00 17.12 14.8% 2.30 2.0% 63% False False 288,664,369
40 122.12 105.00 17.12 14.8% 1.69 1.5% 63% False False 226,558,158
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.77
2.618 123.77
1.618 121.32
1.000 119.81
0.618 118.87
HIGH 117.36
0.618 116.42
0.500 116.14
0.382 115.85
LOW 114.91
0.618 113.40
1.000 112.46
1.618 110.95
2.618 108.50
4.250 104.50
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 116.14 115.02
PP 116.03 114.20
S1 115.93 113.39

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

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