SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 117.13 115.12 -2.01 -1.7% 115.81
High 117.68 115.33 -2.35 -2.0% 117.68
Low 115.89 112.87 -3.02 -2.6% 112.87
Close 115.99 113.89 -2.10 -1.8% 113.89
Range 1.79 2.46 0.67 37.4% 4.81
ATR 2.57 2.61 0.04 1.5% 0.00
Volume 234,343,601 345,536,690 111,193,089 47.4% 1,525,470,754
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 121.41 120.11 115.24
R3 118.95 117.65 114.57
R2 116.49 116.49 114.34
R1 115.19 115.19 114.12 114.61
PP 114.03 114.03 114.03 113.74
S1 112.73 112.73 113.66 112.15
S2 111.57 111.57 113.44
S3 109.11 110.27 113.21
S4 106.65 107.81 112.54
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 129.24 126.38 116.54
R3 124.43 121.57 115.21
R2 119.62 119.62 114.77
R1 116.76 116.76 114.33 115.79
PP 114.81 114.81 114.81 114.33
S1 111.95 111.95 113.45 110.98
S2 110.00 110.00 113.01
S3 105.19 107.14 112.57
S4 100.38 102.33 111.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.68 112.87 4.81 4.2% 1.99 1.8% 21% False True 305,094,150
10 120.68 105.00 15.68 13.8% 3.18 2.8% 57% False False 367,004,008
20 122.12 105.00 17.12 15.0% 2.37 2.1% 52% False False 295,861,103
40 122.12 105.00 17.12 15.0% 1.77 1.6% 52% False False 233,388,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.79
2.618 121.77
1.618 119.31
1.000 117.79
0.618 116.85
HIGH 115.33
0.618 114.39
0.500 114.10
0.382 113.81
LOW 112.87
0.618 111.35
1.000 110.41
1.618 108.89
2.618 106.43
4.250 102.42
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 114.10 115.28
PP 114.03 114.81
S1 113.96 114.35

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

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