SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 139.92 140.34 0.42 0.3% 136.54
High 140.46 140.45 -0.01 0.0% 140.79
Low 139.46 138.99 -0.47 -0.3% 135.94
Close 140.33 139.25 -1.08 -0.8% 140.39
Range 1.00 1.46 0.46 46.0% 4.85
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 121,027,164 143,693,563 22,666,399 18.7% 719,157,523
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 143.94 143.06 140.05
R3 142.48 141.60 139.65
R2 141.02 141.02 139.52
R1 140.14 140.14 139.38 139.85
PP 139.56 139.56 139.56 139.42
S1 138.68 138.68 139.12 138.39
S2 138.10 138.10 138.98
S3 136.64 137.22 138.85
S4 135.18 135.76 138.45
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 153.59 151.84 143.06
R3 148.74 146.99 141.72
R2 143.89 143.89 141.28
R1 142.14 142.14 140.83 143.02
PP 139.04 139.04 139.04 139.48
S1 137.29 137.29 139.95 138.17
S2 134.19 134.19 139.50
S3 129.34 132.44 139.06
S4 124.49 127.59 137.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.66 138.99 2.67 1.9% 1.24 0.9% 10% False True 128,496,242
10 141.66 135.94 5.72 4.1% 1.12 0.8% 58% False False 138,066,719
20 141.66 135.76 5.90 4.2% 1.36 1.0% 59% False False 148,744,704
40 142.21 135.76 6.45 4.6% 1.23 0.9% 54% False False 143,319,106
60 142.21 133.84 8.37 6.0% 1.17 0.8% 65% False False 144,892,538
80 142.21 127.72 14.49 10.4% 1.18 0.8% 80% False False 143,931,387
100 142.21 120.03 22.18 15.9% 1.26 0.9% 87% False False 148,197,762
120 142.21 116.20 26.01 18.7% 1.38 1.0% 89% False False 159,553,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.66
2.618 144.27
1.618 142.81
1.000 141.91
0.618 141.35
HIGH 140.45
0.618 139.89
0.500 139.72
0.382 139.55
LOW 138.99
0.618 138.09
1.000 137.53
1.618 136.63
2.618 135.17
4.250 132.79
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 139.72 140.33
PP 139.56 139.97
S1 139.41 139.61

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

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