SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 112.64 115.81 3.17 2.8% 119.38
High 113.77 116.65 2.88 2.5% 120.68
Low 109.41 114.91 5.50 5.0% 105.00
Close 111.26 116.16 4.90 4.4% 111.26
Range 4.36 1.74 -2.62 -60.1% 15.68
ATR 2.51 2.72 0.21 8.2% 0.00
Volume 636,808,330 395,942,200 -240,866,130 -37.8% 2,144,569,326
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 121.13 120.38 117.12
R3 119.39 118.64 116.64
R2 117.65 117.65 116.48
R1 116.90 116.90 116.32 117.28
PP 115.91 115.91 115.91 116.09
S1 115.16 115.16 116.00 115.54
S2 114.17 114.17 115.84
S3 112.43 113.42 115.68
S4 110.69 111.68 115.20
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 159.35 150.99 119.88
R3 143.67 135.31 115.57
R2 127.99 127.99 114.13
R1 119.63 119.63 112.70 115.97
PP 112.31 112.31 112.31 110.49
S1 103.95 103.95 109.82 100.29
S2 96.63 96.63 108.39
S3 80.95 88.27 106.95
S4 65.27 72.59 102.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.03 105.00 14.03 12.1% 4.41 3.8% 80% False False 471,565,992
10 121.33 105.00 16.33 14.1% 3.13 2.7% 68% False False 366,009,113
20 122.12 105.00 17.12 14.7% 2.23 1.9% 65% False False 279,200,912
40 122.12 105.00 17.12 14.7% 1.66 1.4% 65% False False 222,365,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.05
2.618 121.21
1.618 119.47
1.000 118.39
0.618 117.73
HIGH 116.65
0.618 115.99
0.500 115.78
0.382 115.57
LOW 114.91
0.618 113.83
1.000 113.17
1.618 112.09
2.618 110.35
4.250 107.52
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 116.03 114.44
PP 115.91 112.72
S1 115.78 111.00

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

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