SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 105.11 108.48 3.37 3.2% 114.20
High 107.87 109.47 1.60 1.5% 115.22
Low 104.38 106.85 2.47 2.4% 105.36
Close 107.82 107.17 -0.65 -0.6% 109.12
Range 3.49 2.62 -0.87 -24.9% 9.86
ATR 2.83 2.81 -0.01 -0.5% 0.00
Volume 395,880,010 348,957,520 -46,922,490 -11.9% 2,110,061,280
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 115.69 114.05 108.61
R3 113.07 111.43 107.89
R2 110.45 110.45 107.65
R1 108.81 108.81 107.41 108.32
PP 107.83 107.83 107.83 107.59
S1 106.19 106.19 106.93 105.70
S2 105.21 105.21 106.69
S3 102.59 103.57 106.45
S4 99.97 100.95 105.73
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 139.48 134.15 114.54
R3 129.62 124.30 111.83
R2 119.76 119.76 110.92
R1 114.44 114.44 110.02 112.17
PP 109.90 109.90 109.90 108.76
S1 104.58 104.58 108.21 102.31
S2 100.04 100.04 107.31
S3 90.18 94.72 106.40
S4 80.32 84.86 103.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.89 104.38 5.51 5.1% 2.87 2.7% 51% False False 408,749,402
10 117.68 104.38 13.30 12.4% 2.69 2.5% 21% False False 370,386,078
20 121.11 104.38 16.73 15.6% 2.88 2.7% 17% False False 362,874,089
40 122.12 104.38 17.74 16.6% 2.08 1.9% 16% False False 274,030,085
60 122.12 104.38 17.74 16.6% 1.74 1.6% 16% False False 239,790,583
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 True
Stretch 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.61
2.618 116.33
1.618 113.71
1.000 112.09
0.618 111.09
HIGH 109.47
0.618 108.47
0.500 108.16
0.382 107.85
LOW 106.85
0.618 105.23
1.000 104.23
1.618 102.61
2.618 99.99
4.250 95.72
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 108.16 107.09
PP 107.83 107.01
S1 107.50 106.93

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

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