SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 134.88 134.19 -0.69 -0.5% 137.08
High 135.63 135.11 -0.52 -0.4% 137.18
Low 133.22 133.98 0.76 0.6% 133.02
Close 134.20 134.72 0.52 0.4% 134.20
Range 2.41 1.13 -1.28 -53.1% 4.16
ATR 1.41 1.39 -0.02 -1.4% 0.00
Volume 219,304,984 113,944,195 -105,360,789 -48.0% 878,246,413
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 137.99 137.49 135.34
R3 136.86 136.36 135.03
R2 135.73 135.73 134.93
R1 135.23 135.23 134.82 135.48
PP 134.60 134.60 134.60 134.73
S1 134.10 134.10 134.62 134.35
S2 133.47 133.47 134.51
S3 132.34 132.97 134.41
S4 131.21 131.84 134.10
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 147.28 144.90 136.49
R3 143.12 140.74 135.34
R2 138.96 138.96 134.96
R1 136.58 136.58 134.58 135.69
PP 134.80 134.80 134.80 134.36
S1 132.42 132.42 133.82 131.53
S2 130.64 130.64 133.44
S3 126.48 128.26 133.06
S4 122.32 124.10 131.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.19 133.02 3.17 2.4% 1.62 1.2% 54% False False 173,241,263
10 137.18 133.02 4.16 3.1% 1.33 1.0% 41% False False 152,160,175
20 137.18 129.51 7.67 5.7% 1.18 0.9% 68% False False 149,468,218
40 137.18 125.28 11.90 8.8% 1.24 0.9% 79% False False 164,952,195
60 137.18 125.28 11.90 8.8% 1.32 1.0% 79% False False 171,854,457
80 137.18 125.28 11.90 8.8% 1.27 0.9% 79% False False 165,317,619
100 137.18 123.75 13.43 10.0% 1.18 0.9% 82% False False 154,346,835
120 137.18 117.59 19.59 14.5% 1.17 0.9% 87% False False 157,230,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 139.91
2.618 138.07
1.618 136.94
1.000 136.24
0.618 135.81
HIGH 135.11
0.618 134.68
0.500 134.55
0.382 134.41
LOW 133.98
0.618 133.28
1.000 132.85
1.618 132.15
2.618 131.02
4.250 129.18
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 134.66 134.59
PP 134.60 134.46
S1 134.55 134.33

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

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