SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 131.25 132.63 1.38 1.1% 134.31
High 132.46 132.84 0.38 0.3% 135.61
Low 129.99 131.42 1.43 1.1% 129.55
Close 132.27 132.53 0.26 0.2% 129.74
Range 2.47 1.42 -1.05 -42.5% 6.06
ATR 1.79 1.76 -0.03 -1.5% 0.00
Volume 204,723,672 167,215,125 -37,508,547 -18.3% 1,145,464,000
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 136.52 135.95 133.31
R3 135.10 134.53 132.92
R2 133.68 133.68 132.79
R1 133.11 133.11 132.66 132.69
PP 132.26 132.26 132.26 132.05
S1 131.69 131.69 132.40 131.27
S2 130.84 130.84 132.27
S3 129.42 130.27 132.14
S4 128.00 128.85 131.75
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
5 133.23 129.55 3.68 2.8% 1.98 1.5% 81% False False 213,343,672
10 136.87 129.55 7.32 5.5% 1.90 1.4% 41% False False 204,560,304
20 141.66 129.55 12.11 9.1% 1.69 1.3% 25% False False 179,690,639
40 142.21 129.55 12.66 9.6% 1.54 1.2% 24% False False 167,020,917
60 142.21 129.55 12.66 9.6% 1.36 1.0% 24% False False 157,260,328
80 142.21 129.55 12.66 9.6% 1.28 1.0% 24% False False 154,090,960
100 142.21 126.43 15.78 11.9% 1.27 1.0% 39% False False 152,072,473
120 142.21 120.03 22.18 16.7% 1.36 1.0% 56% False False 157,276,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 138.88
2.618 136.56
1.618 135.14
1.000 134.26
0.618 133.72
HIGH 132.84
0.618 132.30
0.500 132.13
0.382 131.96
LOW 131.42
0.618 130.54
1.000 130.00
1.618 129.12
2.618 127.70
4.250 125.39
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 132.40 132.22
PP 132.26 131.92
S1 132.13 131.61

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

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