SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	131.98	132.44	0.46	0.3%	133.56
High	133.65	132.73	-0.92	-0.7%	135.03
Low	131.59	131.70	0.11	0.1%	132.12
Close	132.06	131.95	-0.11	-0.1%	133.61
Range	2.06	1.03	-1.03	-50.0%	2.91
ATR	1.49	1.46	-0.03	-2.2%	0.00
Volume	167,950,016	146,071,844	-21,878,172	-13.0%	763,841,234

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.22	134.61	132.52
R3	134.19	133.58	132.23
R2	133.16	133.16	132.14
R1	132.55	132.55	132.04	132.34
PP	132.13	132.13	132.13	132.02
S1	131.52	131.52	131.86	131.31
S2	131.10	131.10	131.76
S3	130.07	130.49	131.67
S4	129.04	129.46	131.38

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%	1.41	1.1%	10%	False	False	148,680,353
10	135.69	131.59	4.10	3.1%	1.55	1.2%	9%	False	False	159,302,585
20	137.18	131.59	5.59	4.2%	1.44	1.1%	6%	False	False	154,068,304
40	137.18	129.51	7.67	5.8%	1.24	0.9%	32%	False	False	147,689,054
60	137.18	125.28	11.90	9.0%	1.37	1.0%	56%	False	False	171,443,162
80	137.18	125.28	11.90	9.0%	1.32	1.0%	56%	False	False	165,645,525
100	137.18	125.28	11.90	9.0%	1.27	1.0%	56%	False	False	160,508,086
120	137.18	121.13	16.05	12.2%	1.19	0.9%	67%	False	False	153,758,017

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	137.11
2.618	135.43
1.618	134.40
1.000	133.76
0.618	133.37
HIGH	132.73
0.618	132.34
0.500	132.22
0.382	132.09
LOW	131.70
0.618	131.06
1.000	130.67
1.618	130.03
2.618	129.00
4.250	127.32

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	132.22	133.14
PP	132.13	132.74
S1	132.04	132.35

Download as Excel Spreadsheet

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

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