SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 132.69 133.24 0.55 0.4% 134.19
High 133.35 134.50 1.15 0.9% 136.11
Low 132.12 132.95 0.83 0.6% 133.39
Close 133.17 134.36 1.19 0.9% 134.04
Range 1.23 1.55 0.32 26.0% 2.72
ATR 1.48 1.49 0.00 0.3% 0.00
Volume 192,837,859 133,639,328 -59,198,531 -30.7% 742,496,038
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 138.59 138.02 135.21
R3 137.04 136.47 134.79
R2 135.49 135.49 134.64
R1 134.92 134.92 134.50 135.21
PP 133.94 133.94 133.94 134.08
S1 133.37 133.37 134.22 133.66
S2 132.39 132.39 134.08
S3 130.84 131.82 133.93
S4 129.29 130.27 133.51
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
5 135.36 132.12 3.24 2.4% 1.63 1.2% 69% False False 159,172,268
10 136.11 132.12 3.99 3.0% 1.66 1.2% 56% False False 164,310,813
20 137.18 132.12 5.06 3.8% 1.32 1.0% 44% False False 148,782,788
40 137.18 128.32 8.86 6.6% 1.22 0.9% 68% False False 146,722,092
60 137.18 125.28 11.90 8.9% 1.38 1.0% 76% False False 174,114,101
80 137.18 125.28 11.90 8.9% 1.32 1.0% 76% False False 167,113,813
100 137.18 125.04 12.14 9.0% 1.24 0.9% 77% False False 156,889,319
120 137.18 117.74 19.44 14.5% 1.19 0.9% 85% False False 154,958,919
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.09
2.618 138.56
1.618 137.01
1.000 136.05
0.618 135.46
HIGH 134.50
0.618 133.91
0.500 133.73
0.382 133.54
LOW 132.95
0.618 131.99
1.000 131.40
1.618 130.44
2.618 128.89
4.250 126.36
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 134.15 134.03
PP 133.94 133.70
S1 133.73 133.37

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

View Archives - Comment on this page... - Back to Index of Symbols