SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 133.24 134.81 1.57 1.2% 134.19
High 134.50 135.03 0.53 0.4% 136.11
Low 132.95 133.94 0.99 0.7% 133.39
Close 134.36 134.68 0.32 0.2% 134.04
Range 1.55 1.09 -0.46 -29.7% 2.72
ATR 1.49 1.46 -0.03 -1.9% 0.00
Volume 133,639,328 118,705,359 -14,933,969 -11.2% 742,496,038
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 137.82 137.34 135.28
R3 136.73 136.25 134.98
R2 135.64 135.64 134.88
R1 135.16 135.16 134.78 134.86
PP 134.55 134.55 134.55 134.40
S1 134.07 134.07 134.58 133.77
S2 133.46 133.46 134.48
S3 132.37 132.98 134.38
S4 131.28 131.89 134.08
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
5 135.34 132.12 3.22 2.4% 1.46 1.1% 80% False False 148,822,118
10 136.11 132.12 3.99 3.0% 1.58 1.2% 64% False False 154,860,703
20 137.18 132.12 5.06 3.8% 1.35 1.0% 51% False False 146,930,665
40 137.18 129.51 7.67 5.7% 1.21 0.9% 67% False False 145,984,332
60 137.18 125.28 11.90 8.8% 1.36 1.0% 79% False False 172,308,706
80 137.18 125.28 11.90 8.8% 1.32 1.0% 79% False False 166,505,429
100 137.18 125.28 11.90 8.8% 1.24 0.9% 79% False False 157,495,730
120 137.18 117.74 19.44 14.4% 1.19 0.9% 87% False False 155,314,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139.66
2.618 137.88
1.618 136.79
1.000 136.12
0.618 135.70
HIGH 135.03
0.618 134.61
0.500 134.49
0.382 134.36
LOW 133.94
0.618 133.27
1.000 132.85
1.618 132.18
2.618 131.09
4.250 129.31
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 134.62 134.31
PP 134.55 133.94
S1 134.49 133.58

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

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