SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 134.08 134.88 0.80 0.6% 137.08
High 134.95 135.63 0.68 0.5% 137.18
Low 133.02 133.22 0.20 0.2% 133.02
Close 133.61 134.20 0.59 0.4% 134.20
Range 1.93 2.41 0.48 24.9% 4.16
ATR 1.33 1.41 0.08 5.8% 0.00
Volume 213,206,453 219,304,984 6,098,531 2.9% 878,246,413
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 141.58 140.30 135.53
R3 139.17 137.89 134.86
R2 136.76 136.76 134.64
R1 135.48 135.48 134.42 134.92
PP 134.35 134.35 134.35 134.07
S1 133.07 133.07 133.98 132.51
S2 131.94 131.94 133.76
S3 129.53 130.66 133.54
S4 127.12 128.25 132.87
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 147.28 144.90 136.49
R3 143.12 140.74 135.34
R2 138.96 138.96 134.96
R1 136.58 136.58 134.58 135.69
PP 134.80 134.80 134.80 134.36
S1 132.42 132.42 133.82 131.53
S2 130.64 130.64 133.44
S3 126.48 128.26 133.06
S4 122.32 124.10 131.91
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% 1.64 1.2% 28% False False 175,649,282
10 137.18 133.02 4.16 3.1% 1.29 1.0% 28% False False 147,317,312
20 137.18 129.51 7.67 5.7% 1.20 0.9% 61% False False 151,162,059
40 137.18 125.28 11.90 8.9% 1.26 0.9% 75% False False 167,738,672
60 137.18 125.28 11.90 8.9% 1.32 1.0% 75% False False 172,663,813
80 137.18 125.28 11.90 8.9% 1.27 0.9% 75% False False 165,235,125
100 137.18 123.75 13.43 10.0% 1.18 0.9% 78% False False 154,677,441
120 137.18 117.59 19.59 14.6% 1.17 0.9% 85% False False 157,645,082
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 0.31
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 145.87
2.618 141.94
1.618 139.53
1.000 138.04
0.618 137.12
HIGH 135.63
0.618 134.71
0.500 134.43
0.382 134.14
LOW 133.22
0.618 131.73
1.000 130.81
1.618 129.32
2.618 126.91
4.250 122.98
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 134.43 134.38
PP 134.35 134.32
S1 134.28 134.26

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

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