SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 133.37 134.77 1.40 1.0% 131.98
High 133.87 134.92 1.05 0.8% 133.87
Low 132.96 133.84 0.88 0.7% 131.38
Close 133.51 134.90 1.39 1.0% 133.51
Range 0.91 1.08 0.17 18.7% 2.49
ATR 1.43 1.43 0.00 -0.1% 0.00
Volume 120,853,070 164,565,797 43,712,727 36.2% 744,463,040
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 137.79 137.43 135.49
R3 136.71 136.35 135.20
R2 135.63 135.63 135.10
R1 135.27 135.27 135.00 135.45
PP 134.55 134.55 134.55 134.65
S1 134.19 134.19 134.80 134.37
S2 133.47 133.47 134.70
S3 132.39 133.11 134.60
S4 131.31 132.03 134.31
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
5 134.92 131.38 3.54 2.6% 1.21 0.9% 99% True False 148,215,764
10 135.03 131.38 3.65 2.7% 1.33 1.0% 96% False False 153,124,660
20 136.19 131.38 4.81 3.6% 1.49 1.1% 73% False False 158,381,411
40 137.18 129.51 7.67 5.7% 1.27 0.9% 70% False False 148,779,502
60 137.18 125.28 11.90 8.8% 1.33 1.0% 81% False False 166,181,778
80 137.18 125.28 11.90 8.8% 1.33 1.0% 81% False False 165,840,646
100 137.18 125.28 11.90 8.8% 1.28 1.0% 81% False False 161,449,188
120 137.18 122.41 14.77 10.9% 1.20 0.9% 85% False False 153,292,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.51
2.618 137.75
1.618 136.67
1.000 136.00
0.618 135.59
HIGH 134.92
0.618 134.51
0.500 134.38
0.382 134.25
LOW 133.84
0.618 133.17
1.000 132.76
1.618 132.09
2.618 131.01
4.250 129.25
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 134.73 134.38
PP 134.55 133.87
S1 134.38 133.35

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

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