SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 133.16 132.56 -0.60 -0.5% 130.16
High 133.93 133.69 -0.24 -0.2% 133.23
Low 131.17 131.49 0.32 0.2% 129.95
Close 133.70 131.76 -1.94 -1.5% 132.10
Range 2.76 2.20 -0.56 -20.3% 3.28
ATR 1.79 1.82 0.03 1.7% 0.00
Volume 152,665,750 162,258,281 9,592,531 6.3% 882,596,688
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 138.91 137.54 132.97
R3 136.71 135.34 132.37
R2 134.51 134.51 132.16
R1 133.14 133.14 131.96 132.73
PP 132.31 132.31 132.31 132.11
S1 130.94 130.94 131.56 130.53
S2 130.11 130.11 131.36
S3 127.91 128.74 131.16
S4 125.71 126.54 130.55
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
5 133.93 129.99 3.94 3.0% 1.98 1.5% 45% False False 164,462,781
10 134.55 129.55 5.00 3.8% 1.99 1.5% 44% False False 197,196,687
20 140.46 129.55 10.91 8.3% 1.81 1.4% 20% False False 183,321,370
40 141.88 129.55 12.33 9.4% 1.58 1.2% 18% False False 166,980,238
60 142.21 129.55 12.66 9.6% 1.42 1.1% 17% False False 158,000,381
80 142.21 129.55 12.66 9.6% 1.32 1.0% 17% False False 154,228,479
100 142.21 127.29 14.92 11.3% 1.29 1.0% 30% False False 151,634,865
120 142.21 120.03 22.18 16.8% 1.37 1.0% 53% False False 155,827,727
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.04
2.618 139.45
1.618 137.25
1.000 135.89
0.618 135.05
HIGH 133.69
0.618 132.85
0.500 132.59
0.382 132.33
LOW 131.49
0.618 130.13
1.000 129.29
1.618 127.93
2.618 125.73
4.250 122.14
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 132.59 132.55
PP 132.31 132.29
S1 132.04 132.02

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

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