SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 131.37 130.16 -1.21 -0.9% 134.31
High 131.60 132.02 0.42 0.3% 135.61
Low 129.55 129.95 0.40 0.3% 129.55
Close 129.74 131.97 2.23 1.7% 129.74
Range 2.05 2.07 0.02 1.0% 6.06
ATR 1.68 1.72 0.04 2.6% 0.00
Volume 319,572,750 177,811,641 -141,761,109 -44.4% 1,145,464,000
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 137.52 136.82 133.11
R3 135.45 134.75 132.54
R2 133.38 133.38 132.35
R1 132.68 132.68 132.16 133.03
PP 131.31 131.31 131.31 131.49
S1 130.61 130.61 131.78 130.96
S2 129.24 129.24 131.59
S3 127.17 128.54 131.40
S4 125.10 126.47 130.83
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
5 134.81 129.55 5.26 4.0% 1.96 1.5% 46% False False 231,958,150
10 136.87 129.55 7.32 5.5% 1.84 1.4% 33% False False 206,052,503
20 141.66 129.55 12.11 9.2% 1.56 1.2% 20% False False 172,396,341
40 142.21 129.55 12.66 9.6% 1.48 1.1% 19% False False 162,487,695
60 142.21 129.55 12.66 9.6% 1.34 1.0% 19% False False 155,449,254
80 142.21 129.55 12.66 9.6% 1.26 1.0% 19% False False 152,464,846
100 142.21 124.73 17.48 13.2% 1.26 1.0% 41% False False 149,757,736
120 142.21 119.61 22.60 17.1% 1.37 1.0% 55% False False 158,357,193
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.82
2.618 137.44
1.618 135.37
1.000 134.09
0.618 133.30
HIGH 132.02
0.618 131.23
0.500 130.99
0.382 130.74
LOW 129.95
0.618 128.67
1.000 127.88
1.618 126.60
2.618 124.53
4.250 121.15
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 131.64 131.74
PP 131.31 131.51
S1 130.99 131.29

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

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