SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 131.42 132.03 0.61 0.5% 133.56
High 132.94 133.24 0.30 0.2% 135.03
Low 131.38 131.78 0.40 0.3% 132.12
Close 132.39 133.00 0.61 0.5% 133.61
Range 1.56 1.46 -0.10 -6.4% 2.91
ATR 1.47 1.47 0.00 0.0% 0.00
Volume 146,773,969 162,814,141 16,040,172 10.9% 763,841,234
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 137.05 136.49 133.80
R3 135.59 135.03 133.40
R2 134.13 134.13 133.27
R1 133.57 133.57 133.13 133.85
PP 132.67 132.67 132.67 132.82
S1 132.11 132.11 132.87 132.39
S2 131.21 131.21 132.73
S3 129.75 130.65 132.60
S4 128.29 129.19 132.20
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
5 134.68 131.38 3.30 2.5% 1.49 1.1% 49% False False 160,129,037
10 135.34 131.38 3.96 3.0% 1.47 1.1% 41% False False 154,475,578
20 137.18 131.38 5.80 4.4% 1.48 1.1% 28% False False 156,150,744
40 137.18 129.51 7.67 5.8% 1.25 0.9% 46% False False 148,805,597
60 137.18 125.28 11.90 8.9% 1.35 1.0% 65% False False 168,972,983
80 137.18 125.28 11.90 8.9% 1.33 1.0% 65% False False 165,565,027
100 137.18 125.28 11.90 8.9% 1.29 1.0% 65% False False 161,306,733
120 137.18 122.41 14.77 11.1% 1.20 0.9% 72% False False 153,485,822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.45
2.618 137.06
1.618 135.60
1.000 134.70
0.618 134.14
HIGH 133.24
0.618 132.68
0.500 132.51
0.382 132.34
LOW 131.78
0.618 130.88
1.000 130.32
1.618 129.42
2.618 127.96
4.250 125.58
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 132.84 132.77
PP 132.67 132.54
S1 132.51 132.31

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

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