SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 135.67 134.08 -1.59 -1.2% 133.68
High 135.73 134.95 -0.78 -0.6% 136.57
Low 134.23 133.02 -1.21 -0.9% 133.20
Close 134.83 133.61 -1.22 -0.9% 136.43
Range 1.50 1.93 0.43 28.7% 3.37
ATR 1.28 1.33 0.05 3.6% 0.00
Volume 182,760,984 213,206,453 30,445,469 16.7% 594,926,716
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 139.65 138.56 134.67
R3 137.72 136.63 134.14
R2 135.79 135.79 133.96
R1 134.70 134.70 133.79 134.28
PP 133.86 133.86 133.86 133.65
S1 132.77 132.77 133.43 132.35
S2 131.93 131.93 133.26
S3 130.00 130.84 133.08
S4 128.07 128.91 132.55
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
5 137.18 133.02 4.16 3.1% 1.28 1.0% 14% False True 154,752,534
10 137.18 133.02 4.16 3.1% 1.12 0.8% 14% False True 139,000,627
20 137.18 129.51 7.67 5.7% 1.15 0.9% 53% False False 148,739,663
40 137.18 125.28 11.90 8.9% 1.23 0.9% 70% False False 169,786,900
60 137.18 125.28 11.90 8.9% 1.30 1.0% 70% False False 171,446,929
80 137.18 125.28 11.90 8.9% 1.25 0.9% 70% False False 163,871,104
100 137.18 123.75 13.43 10.1% 1.16 0.9% 73% False False 153,820,664
120 137.18 117.59 19.59 14.7% 1.16 0.9% 82% False False 157,808,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 143.15
2.618 140.00
1.618 138.07
1.000 136.88
0.618 136.14
HIGH 134.95
0.618 134.21
0.500 133.99
0.382 133.76
LOW 133.02
0.618 131.83
1.000 131.09
1.618 129.90
2.618 127.97
4.250 124.82
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 133.99 134.61
PP 133.86 134.27
S1 133.74 133.94

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

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