SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 134.31 134.02 -0.29 -0.2% 136.51
High 135.61 134.81 -0.80 -0.6% 137.56
Low 133.91 133.13 -0.78 -0.6% 134.49
Close 134.11 133.34 -0.77 -0.6% 135.61
Range 1.70 1.68 -0.02 -1.2% 3.07
ATR 1.59 1.60 0.01 0.4% 0.00
Volume 163,484,891 207,532,953 44,048,062 26.9% 864,942,899
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 138.80 137.75 134.26
R3 137.12 136.07 133.80
R2 135.44 135.44 133.65
R1 134.39 134.39 133.49 134.08
PP 133.76 133.76 133.76 133.60
S1 132.71 132.71 133.19 132.40
S2 132.08 132.08 133.03
S3 130.40 131.03 132.88
S4 128.72 129.35 132.42
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 145.10 143.42 137.30
R3 142.03 140.35 136.45
R2 138.96 138.96 136.17
R1 137.28 137.28 135.89 136.59
PP 135.89 135.89 135.89 135.54
S1 134.21 134.21 135.33 133.52
S2 132.82 132.82 135.05
S3 129.75 131.14 134.77
S4 126.68 128.07 133.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.87 133.13 3.74 2.8% 1.68 1.3% 6% False True 179,012,787
10 140.46 133.13 7.33 5.5% 1.62 1.2% 3% False True 169,446,053
20 141.66 133.13 8.53 6.4% 1.39 1.0% 2% False True 156,638,920
40 142.21 133.13 9.08 6.8% 1.37 1.0% 2% False True 151,171,804
60 142.21 133.13 9.08 6.8% 1.26 0.9% 2% False True 147,931,180
80 142.21 130.06 12.15 9.1% 1.24 0.9% 27% False False 148,250,277
100 142.21 122.75 19.46 14.6% 1.22 0.9% 54% False False 145,148,168
120 142.21 116.20 26.01 19.5% 1.37 1.0% 66% False False 156,673,723
Crabel Price Patterns
NR True
NR4 False
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.95
2.618 139.21
1.618 137.53
1.000 136.49
0.618 135.85
HIGH 134.81
0.618 134.17
0.500 133.97
0.382 133.77
LOW 133.13
0.618 132.09
1.000 131.45
1.618 130.41
2.618 128.73
4.250 125.99
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 133.97 135.00
PP 133.76 134.45
S1 133.55 133.89

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

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