SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 137.08 135.96 -1.12 -0.8% 133.68
High 137.18 136.19 -0.99 -0.7% 136.57
Low 135.95 135.04 -0.91 -0.7% 133.20
Close 136.22 135.73 -0.49 -0.4% 136.43
Range 1.23 1.15 -0.08 -6.5% 3.37
ATR 1.27 1.27 -0.01 -0.5% 0.00
Volume 125,984,289 136,989,703 11,005,414 8.7% 594,926,716
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 139.10 138.57 136.36
R3 137.95 137.42 136.05
R2 136.80 136.80 135.94
R1 136.27 136.27 135.84 135.96
PP 135.65 135.65 135.65 135.50
S1 135.12 135.12 135.62 134.81
S2 134.50 134.50 135.52
S3 133.35 133.97 135.41
S4 132.20 132.82 135.10
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 145.51 144.34 138.28
R3 142.14 140.97 137.36
R2 138.77 138.77 137.05
R1 137.60 137.60 136.74 138.19
PP 135.40 135.40 135.40 135.69
S1 134.23 134.23 136.12 134.82
S2 132.03 132.03 135.81
S3 128.66 130.86 135.50
S4 125.29 127.49 134.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.18 134.50 2.68 2.0% 1.04 0.8% 46% False False 129,146,906
10 137.18 130.44 6.74 5.0% 0.93 0.7% 78% False False 127,396,435
20 137.18 129.51 7.67 5.7% 1.07 0.8% 81% False False 140,994,636
40 137.18 125.28 11.90 8.8% 1.22 0.9% 88% False False 168,092,123
60 137.18 125.28 11.90 8.8% 1.27 0.9% 88% False False 168,367,242
80 137.18 125.28 11.90 8.8% 1.24 0.9% 88% False False 162,398,495
100 137.18 123.15 14.03 10.3% 1.14 0.8% 90% False False 152,266,829
120 137.18 117.59 19.59 14.4% 1.16 0.9% 93% False False 157,661,037
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.08
2.618 139.20
1.618 138.05
1.000 137.34
0.618 136.90
HIGH 136.19
0.618 135.75
0.500 135.62
0.382 135.48
LOW 135.04
0.618 134.33
1.000 133.89
1.618 133.18
2.618 132.03
4.250 130.15
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 135.69 136.11
PP 135.65 135.98
S1 135.62 135.86

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

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