SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 140.34 138.52 -1.82 -1.3% 140.11
High 140.45 139.30 -1.15 -0.8% 141.66
Low 138.99 136.92 -2.07 -1.5% 136.92
Close 139.25 137.00 -2.25 -1.6% 137.00
Range 1.46 2.38 0.92 63.0% 4.74
ATR 1.48 1.54 0.06 4.3% 0.00
Volume 143,693,563 193,779,063 50,085,500 34.9% 712,325,001
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 144.88 143.32 138.31
R3 142.50 140.94 137.65
R2 140.12 140.12 137.44
R1 138.56 138.56 137.22 138.15
PP 137.74 137.74 137.74 137.54
S1 136.18 136.18 136.78 135.77
S2 135.36 135.36 136.56
S3 132.98 133.80 136.35
S4 130.60 131.42 135.69
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 152.75 149.61 139.61
R3 148.01 144.87 138.30
R2 143.27 143.27 137.87
R1 140.13 140.13 137.43 139.33
PP 138.53 138.53 138.53 138.13
S1 135.39 135.39 136.57 134.59
S2 133.79 133.79 136.13
S3 129.05 130.65 135.70
S4 124.31 125.91 134.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.66 136.92 4.74 3.5% 1.52 1.1% 2% False True 142,465,000
10 141.66 135.94 5.72 4.2% 1.26 0.9% 19% False False 143,148,252
20 141.66 135.76 5.90 4.3% 1.43 1.0% 21% False False 151,563,507
40 142.21 135.76 6.45 4.7% 1.26 0.9% 19% False False 145,243,885
60 142.21 133.84 8.37 6.1% 1.20 0.9% 38% False False 145,808,430
80 142.21 127.72 14.49 10.6% 1.20 0.9% 64% False False 144,914,852
100 142.21 120.03 22.18 16.2% 1.26 0.9% 77% False False 148,045,478
120 142.21 116.20 26.01 19.0% 1.39 1.0% 80% False False 159,239,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 149.42
2.618 145.53
1.618 143.15
1.000 141.68
0.618 140.77
HIGH 139.30
0.618 138.39
0.500 138.11
0.382 137.83
LOW 136.92
0.618 135.45
1.000 134.54
1.618 133.07
2.618 130.69
4.250 126.81
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 138.11 138.69
PP 137.74 138.13
S1 137.37 137.56

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

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