SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 132.56 131.71 -0.85 -0.6% 130.16
High 133.69 132.45 -1.24 -0.9% 133.23
Low 131.49 130.34 -1.15 -0.9% 129.95
Close 131.76 131.47 -0.29 -0.2% 132.10
Range 2.20 2.11 -0.09 -4.1% 3.28
ATR 1.82 1.84 0.02 1.2% 0.00
Volume 162,258,281 196,035,156 33,776,875 20.8% 882,596,688
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 137.75 136.72 132.63
R3 135.64 134.61 132.05
R2 133.53 133.53 131.86
R1 132.50 132.50 131.66 131.96
PP 131.42 131.42 131.42 131.15
S1 130.39 130.39 131.28 129.85
S2 129.31 129.31 131.08
S3 127.20 128.28 130.89
S4 125.09 126.17 130.31
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
5 133.93 130.34 3.59 2.7% 1.91 1.5% 31% False True 162,725,078
10 133.93 129.55 4.38 3.3% 2.03 1.5% 44% False False 196,093,310
20 140.45 129.55 10.90 8.3% 1.86 1.4% 18% False False 187,071,770
40 141.66 129.55 12.11 9.2% 1.60 1.2% 16% False False 167,987,130
60 142.21 129.55 12.66 9.6% 1.43 1.1% 15% False False 157,902,156
80 142.21 129.55 12.66 9.6% 1.34 1.0% 15% False False 155,333,699
100 142.21 127.41 14.80 11.3% 1.31 1.0% 27% False False 152,115,622
120 142.21 120.03 22.18 16.9% 1.37 1.0% 52% False False 155,484,231
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.42
2.618 137.97
1.618 135.86
1.000 134.56
0.618 133.75
HIGH 132.45
0.618 131.64
0.500 131.40
0.382 131.15
LOW 130.34
0.618 129.04
1.000 128.23
1.618 126.93
2.618 124.82
4.250 121.37
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 131.45 132.14
PP 131.42 131.91
S1 131.40 131.69

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

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