SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 134.81 134.35 -0.46 -0.3% 133.56
High 135.03 134.68 -0.35 -0.3% 135.03
Low 133.94 133.36 -0.58 -0.4% 132.12
Close 134.68 133.61 -1.07 -0.8% 133.61
Range 1.09 1.32 0.23 21.1% 2.91
ATR 1.46 1.45 -0.01 -0.7% 0.00
Volume 118,705,359 177,035,219 58,329,860 49.1% 763,841,234
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 137.84 137.05 134.34
R3 136.52 135.73 133.97
R2 135.20 135.20 133.85
R1 134.41 134.41 133.73 134.15
PP 133.88 133.88 133.88 133.75
S1 133.09 133.09 133.49 132.83
S2 132.56 132.56 133.37
S3 131.24 131.77 133.25
S4 129.92 130.45 132.88
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 142.32 140.87 135.21
R3 139.41 137.96 134.41
R2 136.50 136.50 134.14
R1 135.05 135.05 133.88 135.78
PP 133.59 133.59 133.59 133.95
S1 132.14 132.14 133.34 132.87
S2 130.68 130.68 133.08
S3 127.77 129.23 132.81
S4 124.86 126.32 132.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.03 132.12 2.91 2.2% 1.37 1.0% 51% False False 152,768,246
10 136.11 132.12 3.99 3.0% 1.47 1.1% 37% False False 150,633,727
20 137.18 132.12 5.06 3.8% 1.38 1.0% 29% False False 148,975,520
40 137.18 129.51 7.67 5.7% 1.21 0.9% 53% False False 146,451,222
60 137.18 125.28 11.90 8.9% 1.36 1.0% 70% False False 170,923,904
80 137.18 125.28 11.90 8.9% 1.33 1.0% 70% False False 166,954,161
100 137.18 125.28 11.90 8.9% 1.25 0.9% 70% False False 158,713,500
120 137.18 117.81 19.37 14.5% 1.19 0.9% 82% False False 154,927,979
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.29
2.618 138.14
1.618 136.82
1.000 136.00
0.618 135.50
HIGH 134.68
0.618 134.18
0.500 134.02
0.382 133.86
LOW 133.36
0.618 132.54
1.000 132.04
1.618 131.22
2.618 129.90
4.250 127.75
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 134.02 133.99
PP 133.88 133.86
S1 133.75 133.74

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

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