SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 135.15 133.56 -1.59 -1.2% 134.19
High 135.34 134.61 -0.73 -0.5% 136.11
Low 133.56 132.97 -0.59 -0.4% 133.39
Close 134.04 133.19 -0.85 -0.6% 134.04
Range 1.78 1.64 -0.14 -7.9% 2.72
ATR 1.49 1.50 0.01 0.7% 0.00
Volume 157,304,578 141,623,469 -15,681,109 -10.0% 742,496,038
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 138.51 137.49 134.09
R3 136.87 135.85 133.64
R2 135.23 135.23 133.49
R1 134.21 134.21 133.34 133.90
PP 133.59 133.59 133.59 133.44
S1 132.57 132.57 133.04 132.26
S2 131.95 131.95 132.89
S3 130.31 130.93 132.74
S4 128.67 129.29 132.29
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 142.67 141.08 135.54
R3 139.95 138.36 134.79
R2 137.23 137.23 134.54
R1 135.64 135.64 134.29 135.08
PP 134.51 134.51 134.51 134.23
S1 132.92 132.92 133.79 132.36
S2 131.79 131.79 133.54
S3 129.07 130.20 133.29
S4 126.35 127.48 132.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.11 132.97 3.14 2.4% 1.67 1.3% 7% False True 154,035,062
10 136.19 132.97 3.22 2.4% 1.65 1.2% 7% False True 163,638,163
20 137.18 129.51 7.67 5.8% 1.30 1.0% 48% False False 149,194,390
40 137.18 128.32 8.86 6.7% 1.19 0.9% 55% False False 145,644,003
60 137.18 125.28 11.90 8.9% 1.38 1.0% 66% False False 174,716,646
80 137.18 125.28 11.90 8.9% 1.31 1.0% 66% False False 166,345,567
100 137.18 125.04 12.14 9.1% 1.22 0.9% 67% False False 155,113,304
120 137.18 117.74 19.44 14.6% 1.19 0.9% 79% False False 155,254,106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.58
2.618 138.90
1.618 137.26
1.000 136.25
0.618 135.62
HIGH 134.61
0.618 133.98
0.500 133.79
0.382 133.60
LOW 132.97
0.618 131.96
1.000 131.33
1.618 130.32
2.618 128.68
4.250 126.00
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 133.79 134.17
PP 133.59 133.84
S1 133.39 133.52

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

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