SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 136.17 137.08 0.91 0.7% 133.68
High 136.57 137.18 0.61 0.4% 136.57
Low 135.98 135.95 -0.03 0.0% 133.20
Close 136.43 136.22 -0.21 -0.2% 136.43
Range 0.59 1.23 0.64 108.5% 3.37
ATR 1.28 1.27 0.00 -0.3% 0.00
Volume 114,821,242 125,984,289 11,163,047 9.7% 594,926,716
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 140.14 139.41 136.90
R3 138.91 138.18 136.56
R2 137.68 137.68 136.45
R1 136.95 136.95 136.33 136.70
PP 136.45 136.45 136.45 136.33
S1 135.72 135.72 136.11 135.47
S2 135.22 135.22 135.99
S3 133.99 134.49 135.88
S4 132.76 133.26 135.54
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 145.51 144.34 138.28
R3 142.14 140.97 137.36
R2 138.77 138.77 137.05
R1 137.60 137.60 136.74 138.19
PP 135.40 135.40 135.40 135.69
S1 134.23 134.23 136.12 134.82
S2 132.03 132.03 135.81
S3 128.66 130.86 135.50
S4 125.29 127.49 134.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.18 133.91 3.27 2.4% 1.04 0.8% 71% True False 131,079,088
10 137.18 129.51 7.67 5.6% 0.94 0.7% 87% True False 134,750,617
20 137.18 129.51 7.67 5.6% 1.05 0.8% 87% True False 139,177,593
40 137.18 125.28 11.90 8.7% 1.25 0.9% 92% True False 170,081,961
60 137.18 125.28 11.90 8.7% 1.27 0.9% 92% True False 168,327,058
80 137.18 125.28 11.90 8.7% 1.23 0.9% 92% True False 162,216,132
100 137.18 122.41 14.77 10.8% 1.14 0.8% 94% True False 152,274,602
120 137.18 117.59 19.59 14.4% 1.16 0.9% 95% True False 158,069,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.41
2.618 140.40
1.618 139.17
1.000 138.41
0.618 137.94
HIGH 137.18
0.618 136.71
0.500 136.57
0.382 136.42
LOW 135.95
0.618 135.19
1.000 134.72
1.618 133.96
2.618 132.73
4.250 130.72
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 136.57 136.30
PP 136.45 136.27
S1 136.34 136.25

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

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