SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 108.48 109.19 0.71 0.7% 114.20
High 109.47 110.80 1.33 1.2% 115.22
Low 106.85 108.78 1.93 1.8% 105.36
Close 107.17 110.76 3.59 3.3% 109.12
Range 2.62 2.02 -0.60 -22.9% 9.86
ATR 2.81 2.87 0.06 2.1% 0.00
Volume 348,957,520 300,418,780 -48,538,740 -13.9% 2,110,061,280
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 116.17 115.49 111.87
R3 114.15 113.47 111.32
R2 112.13 112.13 111.13
R1 111.45 111.45 110.95 111.79
PP 110.11 110.11 110.11 110.29
S1 109.43 109.43 110.57 109.77
S2 108.09 108.09 110.39
S3 106.07 107.41 110.20
S4 104.05 105.39 109.65
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
5 110.80 104.38 6.42 5.8% 2.79 2.5% 99% True False 362,992,734
10 115.33 104.38 10.95 9.9% 2.72 2.5% 58% False False 376,993,596
20 121.01 104.38 16.63 15.0% 2.93 2.6% 38% False False 368,214,983
40 122.12 104.38 17.74 16.0% 2.11 1.9% 36% False False 277,517,247
60 122.12 104.38 17.74 16.0% 1.76 1.6% 36% False False 242,288,073
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
4.250 119.38
2.618 116.09
1.618 114.07
1.000 112.82
0.618 112.05
HIGH 110.80
0.618 110.03
0.500 109.79
0.382 109.55
LOW 108.78
0.618 107.53
1.000 106.76
1.618 105.51
2.618 103.49
4.250 100.20
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 110.44 109.70
PP 110.11 108.65
S1 109.79 107.59

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

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