SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 134.35 131.98 -2.37 -1.8% 133.56
High 134.68 133.65 -1.03 -0.8% 135.03
Low 133.36 131.59 -1.77 -1.3% 132.12
Close 133.61 132.06 -1.55 -1.2% 133.61
Range 1.32 2.06 0.74 56.1% 2.91
ATR 1.45 1.49 0.04 3.0% 0.00
Volume 177,035,219 167,950,016 -9,085,203 -5.1% 763,841,234
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 138.61 137.40 133.19
R3 136.55 135.34 132.63
R2 134.49 134.49 132.44
R1 133.28 133.28 132.25 133.89
PP 132.43 132.43 132.43 132.74
S1 131.22 131.22 131.87 131.83
S2 130.37 130.37 131.68
S3 128.31 129.16 131.49
S4 126.25 127.10 130.93
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
5 135.03 131.59 3.44 2.6% 1.45 1.1% 14% False True 158,033,556
10 136.11 131.59 4.52 3.4% 1.56 1.2% 10% False True 156,034,309
20 137.18 131.59 5.59 4.2% 1.45 1.1% 8% False True 154,097,242
40 137.18 129.51 7.67 5.8% 1.23 0.9% 33% False False 146,759,131
60 137.18 125.28 11.90 9.0% 1.37 1.0% 57% False False 171,364,931
80 137.18 125.28 11.90 9.0% 1.34 1.0% 57% False False 167,513,506
100 137.18 125.28 11.90 9.0% 1.27 1.0% 57% False False 159,813,292
120 137.18 120.19 16.99 12.9% 1.19 0.9% 70% False False 154,380,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 142.41
2.618 139.04
1.618 136.98
1.000 135.71
0.618 134.92
HIGH 133.65
0.618 132.86
0.500 132.62
0.382 132.38
LOW 131.59
0.618 130.32
1.000 129.53
1.618 128.26
2.618 126.20
4.250 122.84
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 132.62 133.31
PP 132.43 132.89
S1 132.25 132.48

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

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