SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 134.08 135.15 1.07 0.8% 134.19
High 135.36 135.34 -0.02 0.0% 136.11
Low 133.39 133.56 0.17 0.1% 133.39
Close 135.08 134.04 -1.04 -0.8% 134.04
Range 1.97 1.78 -0.19 -9.6% 2.72
ATR 1.47 1.49 0.02 1.5% 0.00
Volume 170,456,109 157,304,578 -13,151,531 -7.7% 742,496,038
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 139.65 138.63 135.02
R3 137.87 136.85 134.53
R2 136.09 136.09 134.37
R1 135.07 135.07 134.20 134.69
PP 134.31 134.31 134.31 134.13
S1 133.29 133.29 133.88 132.91
S2 132.53 132.53 133.71
S3 130.75 131.51 133.55
S4 128.97 129.73 133.06
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 142.67 141.08 135.54
R3 139.95 138.36 134.79
R2 137.23 137.23 134.54
R1 135.64 135.64 134.29 135.08
PP 134.51 134.51 134.51 134.23
S1 132.92 132.92 133.79 132.36
S2 131.79 131.79 133.54
S3 129.07 130.20 133.29
S4 126.35 127.48 132.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.11 133.39 2.72 2.0% 1.57 1.2% 24% False False 148,499,207
10 137.18 133.02 4.16 3.1% 1.61 1.2% 25% False False 162,074,245
20 137.18 129.51 7.67 5.7% 1.26 0.9% 59% False False 150,613,477
40 137.18 127.51 9.67 7.2% 1.19 0.9% 68% False False 147,845,412
60 137.18 125.28 11.90 8.9% 1.37 1.0% 74% False False 174,185,617
80 137.18 125.28 11.90 8.9% 1.31 1.0% 74% False False 166,769,161
100 137.18 124.87 12.31 9.2% 1.21 0.9% 74% False False 154,645,557
120 137.18 117.74 19.44 14.5% 1.18 0.9% 84% False False 155,585,230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.91
2.618 140.00
1.618 138.22
1.000 137.12
0.618 136.44
HIGH 135.34
0.618 134.66
0.500 134.45
0.382 134.24
LOW 133.56
0.618 132.46
1.000 131.78
1.618 130.68
2.618 128.90
4.250 126.00
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 134.45 134.54
PP 134.31 134.37
S1 134.18 134.21

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

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