SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 111.77 109.38 -2.39 -2.1% 115.81
High 112.77 109.89 -2.88 -2.6% 117.68
Low 110.36 107.47 -2.89 -2.6% 112.87
Close 111.76 107.54 -4.22 -3.8% 113.89
Range 2.41 2.42 0.01 0.4% 4.81
ATR 2.65 2.76 0.12 4.4% 0.00
Volume 394,396,910 529,202,120 134,805,210 34.2% 1,525,470,754
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 115.56 113.97 108.87
R3 113.14 111.55 108.21
R2 110.72 110.72 107.98
R1 109.13 109.13 107.76 108.72
PP 108.30 108.30 108.30 108.09
S1 106.71 106.71 107.32 106.30
S2 105.88 105.88 107.10
S3 103.46 104.29 106.87
S4 101.04 101.87 106.21
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
5 115.33 107.47 7.86 7.3% 2.65 2.5% 1% False True 390,994,458
10 117.68 107.47 10.21 9.5% 2.51 2.3% 1% False True 377,171,468
20 122.12 105.00 17.12 15.9% 2.62 2.4% 15% False False 335,983,686
40 122.12 105.00 17.12 15.9% 1.90 1.8% 15% False False 253,890,188
60 122.12 105.00 17.12 15.9% 1.62 1.5% 15% False False 226,896,966
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.18
2.618 116.23
1.618 113.81
1.000 112.31
0.618 111.39
HIGH 109.89
0.618 108.97
0.500 108.68
0.382 108.39
LOW 107.47
0.618 105.97
1.000 105.05
1.618 103.55
2.618 101.13
4.250 97.19
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 108.68 111.35
PP 108.30 110.08
S1 107.92 108.81

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

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