SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 132.44 131.42 -1.02 -0.8% 133.56
High 132.73 132.94 0.21 0.2% 135.03
Low 131.70 131.38 -0.32 -0.2% 132.12
Close 131.95 132.39 0.44 0.3% 133.61
Range 1.03 1.56 0.53 51.5% 2.91
ATR 1.46 1.47 0.01 0.5% 0.00
Volume 146,071,844 146,773,969 702,125 0.5% 763,841,234
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 136.92 136.21 133.25
R3 135.36 134.65 132.82
R2 133.80 133.80 132.68
R1 133.09 133.09 132.53 133.45
PP 132.24 132.24 132.24 132.41
S1 131.53 131.53 132.25 131.89
S2 130.68 130.68 132.10
S3 129.12 129.97 131.96
S4 127.56 128.41 131.53
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
5 135.03 131.38 3.65 2.8% 1.41 1.1% 28% False True 151,307,281
10 135.36 131.38 3.98 3.0% 1.52 1.2% 25% False True 155,239,775
20 137.18 131.38 5.80 4.4% 1.45 1.1% 17% False True 154,253,326
40 137.18 129.51 7.67 5.8% 1.24 0.9% 38% False False 148,127,007
60 137.18 125.28 11.90 9.0% 1.35 1.0% 60% False False 169,593,859
80 137.18 125.28 11.90 9.0% 1.33 1.0% 60% False False 165,616,366
100 137.18 125.28 11.90 9.0% 1.28 1.0% 60% False False 161,063,749
120 137.18 122.11 15.07 11.4% 1.19 0.9% 68% False False 153,389,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.57
2.618 137.02
1.618 135.46
1.000 134.50
0.618 133.90
HIGH 132.94
0.618 132.34
0.500 132.16
0.382 131.98
LOW 131.38
0.618 130.42
1.000 129.82
1.618 128.86
2.618 127.30
4.250 124.75
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 132.31 132.52
PP 132.24 132.47
S1 132.16 132.43

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

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