SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 134.19 135.17 0.98 0.7% 137.08
High 135.11 136.11 1.00 0.7% 137.18
Low 133.98 135.00 1.02 0.8% 133.02
Close 134.72 135.87 1.15 0.9% 134.20
Range 1.13 1.11 -0.02 -1.8% 4.16
ATR 1.39 1.39 0.00 0.0% 0.00
Volume 113,944,195 113,389,078 -555,117 -0.5% 878,246,413
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 138.99 138.54 136.48
R3 137.88 137.43 136.18
R2 136.77 136.77 136.07
R1 136.32 136.32 135.97 136.55
PP 135.66 135.66 135.66 135.77
S1 135.21 135.21 135.77 135.44
S2 134.55 134.55 135.67
S3 133.44 134.10 135.56
S4 132.33 132.99 135.26
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
5 136.11 133.02 3.09 2.3% 1.62 1.2% 92% True False 168,521,138
10 137.18 133.02 4.16 3.1% 1.33 1.0% 69% False False 148,834,022
20 137.18 129.51 7.67 5.6% 1.17 0.9% 83% False False 149,070,058
40 137.18 125.28 11.90 8.8% 1.23 0.9% 89% False False 161,913,533
60 137.18 125.28 11.90 8.8% 1.32 1.0% 89% False False 171,449,856
80 137.18 125.28 11.90 8.8% 1.28 0.9% 89% False False 165,122,790
100 137.18 123.75 13.43 9.9% 1.18 0.9% 90% False False 153,877,182
120 137.18 117.74 19.44 14.3% 1.16 0.9% 93% False False 155,677,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 140.83
2.618 139.02
1.618 137.91
1.000 137.22
0.618 136.80
HIGH 136.11
0.618 135.69
0.500 135.56
0.382 135.42
LOW 135.00
0.618 134.31
1.000 133.89
1.618 133.20
2.618 132.09
4.250 130.28
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 135.77 135.47
PP 135.66 135.07
S1 135.56 134.67

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

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