SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 135.17 135.67 0.50 0.4% 137.08
High 136.11 135.69 -0.42 -0.3% 137.18
Low 135.00 133.82 -1.18 -0.9% 133.02
Close 135.87 134.44 -1.43 -1.1% 134.20
Range 1.11 1.87 0.76 68.5% 4.16
ATR 1.39 1.43 0.05 3.4% 0.00
Volume 113,389,078 187,402,078 74,013,000 65.3% 878,246,413
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 140.26 139.22 135.47
R3 138.39 137.35 134.95
R2 136.52 136.52 134.78
R1 135.48 135.48 134.61 135.07
PP 134.65 134.65 134.65 134.44
S1 133.61 133.61 134.27 133.20
S2 132.78 132.78 134.10
S3 130.91 131.74 133.93
S4 129.04 129.87 133.41
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
5 136.11 133.02 3.09 2.3% 1.69 1.3% 46% False False 169,449,357
10 137.18 133.02 4.16 3.1% 1.38 1.0% 34% False False 153,266,877
20 137.18 129.51 7.67 5.7% 1.21 0.9% 64% False False 150,378,770
40 137.18 125.28 11.90 8.9% 1.21 0.9% 77% False False 157,650,040
60 137.18 125.28 11.90 8.9% 1.34 1.0% 77% False False 172,881,152
80 137.18 125.28 11.90 8.9% 1.29 1.0% 77% False False 165,995,192
100 137.18 123.82 13.36 9.9% 1.19 0.9% 79% False False 153,966,910
120 137.18 117.74 19.44 14.5% 1.17 0.9% 86% False False 155,805,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.64
2.618 140.59
1.618 138.72
1.000 137.56
0.618 136.85
HIGH 135.69
0.618 134.98
0.500 134.76
0.382 134.53
LOW 133.82
0.618 132.66
1.000 131.95
1.618 130.79
2.618 128.92
4.250 125.87
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 134.76 134.97
PP 134.65 134.79
S1 134.55 134.62

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

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