SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	138.52	136.51	-2.01	-1.5%	140.11
High	139.30	137.56	-1.74	-1.2%	141.66
Low	136.92	136.46	-0.46	-0.3%	136.92
Close	137.00	137.10	0.10	0.1%	137.00
Range	2.38	1.10	-1.28	-53.8%	4.74
ATR	1.54	1.51	-0.03	-2.1%	0.00
Volume	193,779,063	127,693,508	-66,085,555	-34.1%	712,325,001

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	140.34	139.82	137.71
R3	139.24	138.72	137.40
R2	138.14	138.14	137.30
R1	137.62	137.62	137.20	137.88
PP	137.04	137.04	137.04	137.17
S1	136.52	136.52	137.00	136.78
S2	135.94	135.94	136.90
S3	134.84	135.42	136.80
S4	133.74	134.32	136.50

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	152.75	149.61	139.61
R3	148.01	144.87	138.30
R2	143.27	143.27	137.87
R1	140.13	140.13	137.43	139.33
PP	138.53	138.53	138.53	138.13
S1	135.39	135.39	136.57	134.59
S2	133.79	133.79	136.13
S3	129.05	130.65	135.70
S4	124.31	125.91	134.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141.66	136.46	5.20	3.8%	1.59	1.2%	12%	False	True	144,994,547
10	141.66	136.46	5.20	3.8%	1.28	0.9%	12%	False	True	138,740,179
20	141.66	135.76	5.90	4.3%	1.38	1.0%	23%	False	False	151,574,074
40	142.21	135.76	6.45	4.7%	1.27	0.9%	21%	False	False	145,365,644
60	142.21	133.84	8.37	6.1%	1.20	0.9%	39%	False	False	145,463,182
80	142.21	127.72	14.49	10.6%	1.20	0.9%	65%	False	False	145,120,145
100	142.21	120.03	22.18	16.2%	1.25	0.9%	77%	False	False	147,168,028
120	142.21	116.20	26.01	19.0%	1.39	1.0%	80%	False	False	158,720,753

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	True
Bull Hook	False
Stretch	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	142.24
2.618	140.44
1.618	139.34
1.000	138.66
0.618	138.24
HIGH	137.56
0.618	137.14
0.500	137.01
0.382	136.88
LOW	136.46
0.618	135.78
1.000	135.36
1.618	134.68
2.618	133.58
4.250	131.79

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	137.07	138.46
PP	137.04	138.00
S1	137.01	137.55

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