SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 132.86 131.37 -1.49 -1.1% 134.31
High 133.02 131.60 -1.42 -1.1% 135.61
Low 130.79 129.55 -1.24 -0.9% 129.55
Close 130.86 129.74 -1.12 -0.9% 129.74
Range 2.23 2.05 -0.18 -8.1% 6.06
ATR 1.65 1.68 0.03 1.7% 0.00
Volume 247,804,484 319,572,750 71,768,266 29.0% 1,145,464,000
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 136.45 135.14 130.87
R3 134.40 133.09 130.30
R2 132.35 132.35 130.12
R1 131.04 131.04 129.93 130.67
PP 130.30 130.30 130.30 130.11
S1 128.99 128.99 129.55 128.62
S2 128.25 128.25 129.36
S3 126.20 126.94 129.18
S4 124.15 124.89 128.61
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 149.81 145.84 133.07
R3 143.75 139.78 131.41
R2 137.69 137.69 130.85
R1 133.72 133.72 130.30 132.68
PP 131.63 131.63 131.63 131.11
S1 127.66 127.66 129.18 126.62
S2 125.57 125.57 128.63
S3 119.51 121.60 128.07
S4 113.45 115.54 126.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.61 129.55 6.06 4.7% 1.88 1.5% 3% False True 229,092,800
10 137.56 129.55 8.01 6.2% 1.74 1.3% 2% False True 201,040,689
20 141.66 129.55 12.11 9.3% 1.50 1.2% 2% False True 172,094,471
40 142.21 129.55 12.66 9.8% 1.46 1.1% 2% False True 161,054,482
60 142.21 129.55 12.66 9.8% 1.31 1.0% 2% False True 154,244,027
80 142.21 129.55 12.66 9.8% 1.26 1.0% 2% False True 152,549,521
100 142.21 124.73 17.48 13.5% 1.24 1.0% 29% False False 148,837,935
120 142.21 118.82 23.39 18.0% 1.37 1.1% 47% False False 158,627,262
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.31
2.618 136.97
1.618 134.92
1.000 133.65
0.618 132.87
HIGH 131.60
0.618 130.82
0.500 130.58
0.382 130.33
LOW 129.55
0.618 128.28
1.000 127.50
1.618 126.23
2.618 124.18
4.250 120.84
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 130.58 132.05
PP 130.30 131.28
S1 130.02 130.51

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

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