SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 132.63 132.48 -0.15 -0.1% 130.16
High 132.84 132.85 0.01 0.0% 133.23
Low 131.42 131.78 0.36 0.3% 129.95
Close 132.53 132.10 -0.43 -0.3% 132.10
Range 1.42 1.07 -0.35 -24.6% 3.28
ATR 1.76 1.71 -0.05 -2.8% 0.00
Volume 167,215,125 135,451,078 -31,764,047 -19.0% 882,596,688
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 135.45 134.85 132.69
R3 134.38 133.78 132.39
R2 133.31 133.31 132.30
R1 132.71 132.71 132.20 132.48
PP 132.24 132.24 132.24 132.13
S1 131.64 131.64 132.00 131.41
S2 131.17 131.17 131.90
S3 130.10 130.57 131.81
S4 129.03 129.50 131.51
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 141.60 140.13 133.90
R3 138.32 136.85 133.00
R2 135.04 135.04 132.70
R1 133.57 133.57 132.40 134.31
PP 131.76 131.76 131.76 132.13
S1 130.29 130.29 131.80 131.03
S2 128.48 128.48 131.50
S3 125.20 127.01 131.20
S4 121.92 123.73 130.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.23 129.95 3.28 2.5% 1.78 1.4% 66% False False 176,519,337
10 135.61 129.55 6.06 4.6% 1.83 1.4% 42% False False 202,806,068
20 141.66 129.55 12.11 9.2% 1.69 1.3% 21% False False 180,266,429
40 142.21 129.55 12.66 9.6% 1.53 1.2% 20% False False 166,284,569
60 142.21 129.55 12.66 9.6% 1.36 1.0% 20% False False 157,104,251
80 142.21 129.55 12.66 9.6% 1.28 1.0% 20% False False 153,711,402
100 142.21 126.43 15.78 11.9% 1.27 1.0% 36% False False 151,491,468
120 142.21 120.03 22.18 16.8% 1.35 1.0% 54% False False 156,562,613
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 0.51
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 137.40
2.618 135.65
1.618 134.58
1.000 133.92
0.618 133.51
HIGH 132.85
0.618 132.44
0.500 132.32
0.382 132.19
LOW 131.78
0.618 131.12
1.000 130.71
1.618 130.05
2.618 128.98
4.250 127.23
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 132.32 131.87
PP 132.24 131.65
S1 132.17 131.42

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

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