SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 115.07 116.29 1.22 1.1% 119.38
High 117.36 117.62 0.26 0.2% 120.68
Low 114.91 116.09 1.18 1.0% 105.00
Close 115.83 117.45 1.62 1.4% 111.26
Range 2.45 1.53 -0.92 -37.6% 15.68
ATR 2.70 2.64 -0.07 -2.4% 0.00
Volume 314,242,160 235,406,103 -78,836,057 -25.1% 2,144,569,326
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 121.64 121.08 118.29
R3 120.11 119.55 117.87
R2 118.58 118.58 117.73
R1 118.02 118.02 117.59 118.30
PP 117.05 117.05 117.05 117.20
S1 116.49 116.49 117.31 116.77
S2 115.52 115.52 117.17
S3 113.99 114.96 117.03
S4 112.46 113.43 116.61
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
5 117.62 105.00 12.62 10.7% 4.42 3.8% 99% True False 443,708,256
10 121.11 105.00 16.11 13.7% 3.08 2.6% 77% False False 355,362,101
20 122.12 105.00 17.12 14.6% 2.32 2.0% 73% False False 292,412,425
40 122.12 105.00 17.12 14.6% 1.70 1.5% 73% False False 228,229,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124.12
2.618 121.63
1.618 120.10
1.000 119.15
0.618 118.57
HIGH 117.62
0.618 117.04
0.500 116.86
0.382 116.67
LOW 116.09
0.618 115.14
1.000 114.56
1.618 113.61
2.618 112.08
4.250 109.59
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 117.25 117.06
PP 117.05 116.66
S1 116.86 116.27

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

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