SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 115.12 114.20 -0.92 -0.8% 115.81
High 115.33 114.52 -0.81 -0.7% 117.68
Low 112.87 111.77 -1.10 -1.0% 112.87
Close 113.89 113.95 0.06 0.1% 113.89
Range 2.46 2.75 0.29 11.8% 4.81
ATR 2.61 2.62 0.01 0.4% 0.00
Volume 345,536,690 325,703,840 -19,832,850 -5.7% 1,525,470,754
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 121.66 120.56 115.46
R3 118.91 117.81 114.71
R2 116.16 116.16 114.45
R1 115.06 115.06 114.20 114.24
PP 113.41 113.41 113.41 113.00
S1 112.31 112.31 113.70 111.49
S2 110.66 110.66 113.45
S3 107.91 109.56 113.19
S4 105.16 106.81 112.44
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 129.24 126.38 116.54
R3 124.43 121.57 115.21
R2 119.62 119.62 114.77
R1 116.76 116.76 114.33 115.79
PP 114.81 114.81 114.81 114.33
S1 111.95 111.95 113.45 110.98
S2 110.00 110.00 113.01
S3 105.19 107.14 112.57
S4 100.38 102.33 111.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.68 111.77 5.91 5.2% 2.20 1.9% 37% False True 291,046,478
10 119.03 105.00 14.03 12.3% 3.30 2.9% 64% False False 381,306,235
20 122.12 105.00 17.12 15.0% 2.44 2.1% 52% False False 301,264,647
40 122.12 105.00 17.12 15.0% 1.79 1.6% 52% False False 235,868,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.21
2.618 121.72
1.618 118.97
1.000 117.27
0.618 116.22
HIGH 114.52
0.618 113.47
0.500 113.15
0.382 112.82
LOW 111.77
0.618 110.07
1.000 109.02
1.618 107.32
2.618 104.57
4.250 100.08
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 113.68 114.73
PP 113.41 114.47
S1 113.15 114.21

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

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