SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 135.67 134.08 -1.59 -1.2% 137.08
High 135.69 135.36 -0.33 -0.2% 137.18
Low 133.82 133.39 -0.43 -0.3% 133.02
Close 134.44 135.08 0.64 0.5% 134.20
Range 1.87 1.97 0.10 5.3% 4.16
ATR 1.43 1.47 0.04 2.7% 0.00
Volume 187,402,078 170,456,109 -16,945,969 -9.0% 878,246,413
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 140.52 139.77 136.16
R3 138.55 137.80 135.62
R2 136.58 136.58 135.44
R1 135.83 135.83 135.26 136.21
PP 134.61 134.61 134.61 134.80
S1 133.86 133.86 134.90 134.24
S2 132.64 132.64 134.72
S3 130.67 131.89 134.54
S4 128.70 129.92 134.00
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
5 136.11 133.22 2.89 2.1% 1.70 1.3% 64% False False 160,899,288
10 137.18 133.02 4.16 3.1% 1.49 1.1% 50% False False 157,825,911
20 137.18 129.51 7.67 5.7% 1.25 0.9% 73% False False 150,804,433
40 137.18 127.10 10.08 7.5% 1.17 0.9% 79% False False 150,261,876
60 137.18 125.28 11.90 8.8% 1.35 1.0% 82% False False 173,731,186
80 137.18 125.28 11.90 8.8% 1.30 1.0% 82% False False 166,698,041
100 137.18 123.98 13.20 9.8% 1.20 0.9% 84% False False 154,262,110
120 137.18 117.74 19.44 14.4% 1.18 0.9% 89% False False 155,581,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.73
2.618 140.52
1.618 138.55
1.000 137.33
0.618 136.58
HIGH 135.36
0.618 134.61
0.500 134.38
0.382 134.14
LOW 133.39
0.618 132.17
1.000 131.42
1.618 130.20
2.618 128.23
4.250 125.02
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 134.85 134.97
PP 134.61 134.86
S1 134.38 134.75

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

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