SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 131.98 132.44 0.46 0.3% 133.56
High 133.65 132.73 -0.92 -0.7% 135.03
Low 131.59 131.70 0.11 0.1% 132.12
Close 132.06 131.95 -0.11 -0.1% 133.61
Range 2.06 1.03 -1.03 -50.0% 2.91
ATR 1.49 1.46 -0.03 -2.2% 0.00
Volume 167,950,016 146,071,844 -21,878,172 -13.0% 763,841,234
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 135.22 134.61 132.52
R3 134.19 133.58 132.23
R2 133.16 133.16 132.14
R1 132.55 132.55 132.04 132.34
PP 132.13 132.13 132.13 132.02
S1 131.52 131.52 131.86 131.31
S2 131.10 131.10 131.76
S3 130.07 130.49 131.67
S4 129.04 129.46 131.38
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 142.32 140.87 135.21
R3 139.41 137.96 134.41
R2 136.50 136.50 134.14
R1 135.05 135.05 133.88 135.78
PP 133.59 133.59 133.59 133.95
S1 132.14 132.14 133.34 132.87
S2 130.68 130.68 133.08
S3 127.77 129.23 132.81
S4 124.86 126.32 132.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.03 131.59 3.44 2.6% 1.41 1.1% 10% False False 148,680,353
10 135.69 131.59 4.10 3.1% 1.55 1.2% 9% False False 159,302,585
20 137.18 131.59 5.59 4.2% 1.44 1.1% 6% False False 154,068,304
40 137.18 129.51 7.67 5.8% 1.24 0.9% 32% False False 147,689,054
60 137.18 125.28 11.90 9.0% 1.37 1.0% 56% False False 171,443,162
80 137.18 125.28 11.90 9.0% 1.32 1.0% 56% False False 165,645,525
100 137.18 125.28 11.90 9.0% 1.27 1.0% 56% False False 160,508,086
120 137.18 121.13 16.05 12.2% 1.19 0.9% 67% False False 153,758,017
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 137.11
2.618 135.43
1.618 134.40
1.000 133.76
0.618 133.37
HIGH 132.73
0.618 132.34
0.500 132.22
0.382 132.09
LOW 131.70
0.618 131.06
1.000 130.67
1.618 130.03
2.618 129.00
4.250 127.32
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 132.22 133.14
PP 132.13 132.74
S1 132.04 132.35

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

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