SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 136.28 135.10 -1.18 -0.9% 140.11
High 136.77 136.61 -0.16 -0.1% 141.66
Low 134.92 134.49 -0.43 -0.3% 136.92
Close 136.55 135.74 -0.81 -0.6% 137.00
Range 1.85 2.12 0.27 14.6% 4.74
ATR 1.56 1.60 0.04 2.6% 0.00
Volume 213,203,297 220,662,453 7,459,156 3.5% 712,325,001
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 141.97 140.98 136.91
R3 139.85 138.86 136.32
R2 137.73 137.73 136.13
R1 136.74 136.74 135.93 137.24
PP 135.61 135.61 135.61 135.86
S1 134.62 134.62 135.55 135.12
S2 133.49 133.49 135.35
S3 131.37 132.50 135.16
S4 129.25 130.38 134.57
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
5 140.45 134.49 5.96 4.4% 1.78 1.3% 21% False True 179,806,376
10 141.66 134.49 7.17 5.3% 1.52 1.1% 17% False True 153,365,425
20 141.66 134.49 7.17 5.3% 1.41 1.0% 17% False True 153,838,655
40 142.21 134.49 7.72 5.7% 1.30 1.0% 16% False True 149,016,389
60 142.21 134.25 7.96 5.9% 1.24 0.9% 19% False False 147,970,231
80 142.21 128.90 13.31 9.8% 1.22 0.9% 51% False False 146,813,095
100 142.21 120.03 22.18 16.3% 1.25 0.9% 71% False False 146,678,973
120 142.21 116.20 26.01 19.2% 1.38 1.0% 75% False False 159,474,039
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 145.62
2.618 142.16
1.618 140.04
1.000 138.73
0.618 137.92
HIGH 136.61
0.618 135.80
0.500 135.55
0.382 135.30
LOW 134.49
0.618 133.18
1.000 132.37
1.618 131.06
2.618 128.94
4.250 125.48
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 135.68 136.03
PP 135.61 135.93
S1 135.55 135.84

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

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