SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 116.29 117.13 0.84 0.7% 119.38
High 117.62 117.68 0.06 0.1% 120.68
Low 116.09 115.89 -0.20 -0.2% 105.00
Close 117.45 115.99 -1.46 -1.2% 111.26
Range 1.53 1.79 0.26 17.0% 15.68
ATR 2.64 2.57 -0.06 -2.3% 0.00
Volume 235,406,103 234,343,601 -1,062,502 -0.5% 2,144,569,326
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 121.89 120.73 116.97
R3 120.10 118.94 116.48
R2 118.31 118.31 116.32
R1 117.15 117.15 116.15 116.84
PP 116.52 116.52 116.52 116.36
S1 115.36 115.36 115.83 115.05
S2 114.73 114.73 115.66
S3 112.94 113.57 115.50
S4 111.15 111.78 115.01
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
5 117.68 109.41 8.27 7.1% 2.37 2.0% 80% True False 363,348,478
10 121.01 105.00 16.01 13.8% 3.15 2.7% 69% False False 359,436,371
20 122.12 105.00 17.12 14.8% 2.38 2.1% 64% False False 296,903,259
40 122.12 105.00 17.12 14.8% 1.72 1.5% 64% False False 229,657,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.29
2.618 122.37
1.618 120.58
1.000 119.47
0.618 118.79
HIGH 117.68
0.618 117.00
0.500 116.79
0.382 116.57
LOW 115.89
0.618 114.78
1.000 114.10
1.618 112.99
2.618 111.20
4.250 108.28
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 116.79 116.30
PP 116.52 116.19
S1 116.26 116.09

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

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