SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 133.56 132.69 -0.87 -0.7% 134.19
High 134.61 133.35 -1.26 -0.9% 136.11
Low 132.97 132.12 -0.85 -0.6% 133.39
Close 133.19 133.17 -0.02 0.0% 134.04
Range 1.64 1.23 -0.41 -25.0% 2.72
ATR 1.50 1.48 -0.02 -1.3% 0.00
Volume 141,623,469 192,837,859 51,214,390 36.2% 742,496,038
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 136.57 136.10 133.85
R3 135.34 134.87 133.51
R2 134.11 134.11 133.40
R1 133.64 133.64 133.28 133.88
PP 132.88 132.88 132.88 133.00
S1 132.41 132.41 133.06 132.65
S2 131.65 131.65 132.94
S3 130.42 131.18 132.83
S4 129.19 129.95 132.49
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
5 135.69 132.12 3.57 2.7% 1.70 1.3% 29% False True 169,924,818
10 136.11 132.12 3.99 3.0% 1.66 1.2% 26% False True 169,222,978
20 137.18 130.44 6.74 5.1% 1.29 1.0% 41% False False 148,309,706
40 137.18 128.32 8.86 6.7% 1.20 0.9% 55% False False 146,620,338
60 137.18 125.28 11.90 8.9% 1.39 1.0% 66% False False 175,766,928
80 137.18 125.28 11.90 8.9% 1.31 1.0% 66% False False 166,863,875
100 137.18 125.04 12.14 9.1% 1.23 0.9% 67% False False 156,253,453
120 137.18 117.74 19.44 14.6% 1.19 0.9% 79% False False 155,012,265
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 138.58
2.618 136.57
1.618 135.34
1.000 134.58
0.618 134.11
HIGH 133.35
0.618 132.88
0.500 132.74
0.382 132.59
LOW 132.12
0.618 131.36
1.000 130.89
1.618 130.13
2.618 128.90
4.250 126.89
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 133.03 133.73
PP 132.88 133.54
S1 132.74 133.36

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

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