SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 132.03 133.37 1.34 1.0% 131.98
High 133.24 133.87 0.63 0.5% 133.87
Low 131.78 132.96 1.18 0.9% 131.38
Close 133.00 133.51 0.51 0.4% 133.51
Range 1.46 0.91 -0.55 -37.7% 2.49
ATR 1.47 1.43 -0.04 -2.7% 0.00
Volume 162,814,141 120,853,070 -41,961,071 -25.8% 744,463,040
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 136.18 135.75 134.01
R3 135.27 134.84 133.76
R2 134.36 134.36 133.68
R1 133.93 133.93 133.59 134.15
PP 133.45 133.45 133.45 133.55
S1 133.02 133.02 133.43 133.24
S2 132.54 132.54 133.34
S3 131.63 132.11 133.26
S4 130.72 131.20 133.01
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 140.39 139.44 134.88
R3 137.90 136.95 134.19
R2 135.41 135.41 133.97
R1 134.46 134.46 133.74 134.94
PP 132.92 132.92 132.92 133.16
S1 131.97 131.97 133.28 132.45
S2 130.43 130.43 133.05
S3 127.94 129.48 132.83
S4 125.45 126.99 132.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.87 131.38 2.49 1.9% 1.40 1.1% 86% True False 148,892,608
10 135.03 131.38 3.65 2.7% 1.39 1.0% 58% False False 150,830,427
20 137.18 131.38 5.80 4.3% 1.50 1.1% 37% False False 156,452,336
40 137.18 129.51 7.67 5.7% 1.26 0.9% 52% False False 148,512,973
60 137.18 125.28 11.90 8.9% 1.35 1.0% 69% False False 168,055,500
80 137.18 125.28 11.90 8.9% 1.33 1.0% 69% False False 165,605,125
100 137.18 125.28 11.90 8.9% 1.29 1.0% 69% False False 161,142,145
120 137.18 122.41 14.77 11.1% 1.20 0.9% 75% False False 153,640,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 137.74
2.618 136.25
1.618 135.34
1.000 134.78
0.618 134.43
HIGH 133.87
0.618 133.52
0.500 133.42
0.382 133.31
LOW 132.96
0.618 132.40
1.000 132.05
1.618 131.49
2.618 130.58
4.250 129.09
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 133.48 133.22
PP 133.45 132.92
S1 133.42 132.63

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

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