SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 114.88 111.77 -3.11 -2.7% 115.81
High 115.22 112.77 -2.45 -2.1% 117.68
Low 112.03 110.36 -1.67 -1.5% 112.87
Close 112.40 111.76 -0.64 -0.6% 113.89
Range 3.19 2.41 -0.78 -24.5% 4.81
ATR 2.66 2.65 -0.02 -0.7% 0.00
Volume 360,132,730 394,396,910 34,264,180 9.5% 1,525,470,754
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 118.86 117.72 113.09
R3 116.45 115.31 112.42
R2 114.04 114.04 112.20
R1 112.90 112.90 111.98 112.27
PP 111.63 111.63 111.63 111.31
S1 110.49 110.49 111.54 109.86
S2 109.22 109.22 111.32
S3 106.81 108.08 111.10
S4 104.40 105.67 110.43
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
5 117.68 110.36 7.32 6.5% 2.52 2.3% 19% False True 332,022,754
10 117.68 105.00 12.68 11.3% 3.47 3.1% 53% False False 387,865,505
20 122.12 105.00 17.12 15.3% 2.60 2.3% 39% False False 321,479,010
40 122.12 105.00 17.12 15.3% 1.86 1.7% 39% False False 245,561,927
60 122.12 105.00 17.12 15.3% 1.59 1.4% 39% False False 221,013,110
Crabel Price Patterns
NR True
NR4 True
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.01
2.618 119.08
1.618 116.67
1.000 115.18
0.618 114.26
HIGH 112.77
0.618 111.85
0.500 111.57
0.382 111.28
LOW 110.36
0.618 108.87
1.000 107.95
1.618 106.46
2.618 104.05
4.250 100.12
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 111.70 112.79
PP 111.63 112.45
S1 111.57 112.10

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

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