SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 109.19 110.64 1.45 1.3% 108.52
High 110.80 110.72 -0.08 -0.1% 110.80
Low 108.78 108.85 0.07 0.1% 104.38
Close 110.76 109.37 -1.39 -1.3% 109.37
Range 2.02 1.87 -0.15 -7.2% 6.42
ATR 2.87 2.80 -0.07 -2.4% 0.00
Volume 300,418,780 297,534,130 -2,884,650 -1.0% 1,611,872,120
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 115.27 114.19 110.40
R3 113.40 112.32 109.88
R2 111.52 111.52 109.71
R1 110.45 110.45 109.54 110.05
PP 109.65 109.65 109.65 109.45
S1 108.57 108.57 109.20 108.17
S2 107.77 107.77 109.03
S3 105.90 106.70 108.85
S4 104.03 104.82 108.34
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 127.44 124.83 112.90
R3 121.02 118.41 111.13
R2 114.60 114.60 110.55
R1 111.99 111.99 109.96 113.29
PP 108.18 108.18 108.18 108.84
S1 105.57 105.57 108.78 106.87
S2 101.76 101.76 108.19
S3 95.34 99.15 107.60
S4 88.92 92.73 105.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.80 104.38 6.42 5.9% 2.36 2.2% 78% False False 322,374,424
10 115.22 104.38 10.84 9.9% 2.66 2.4% 46% False False 372,193,340
20 120.68 104.38 16.30 14.9% 2.92 2.7% 31% False False 369,598,674
40 122.12 104.38 17.74 16.2% 2.13 1.9% 28% False False 280,928,442
60 122.12 104.38 17.74 16.2% 1.78 1.6% 28% False False 244,988,084
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.69
2.618 115.63
1.618 113.76
1.000 112.60
0.618 111.88
HIGH 110.72
0.618 110.01
0.500 109.79
0.382 109.57
LOW 108.85
0.618 107.69
1.000 106.98
1.618 105.82
2.618 103.94
4.250 100.89
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 109.79 109.19
PP 109.65 109.01
S1 109.51 108.83

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

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