SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-May-2012

Day Change Summary
	Previous	Current
	07-May-2012	08-May-2012	Change	Change %	Previous Week
Open	136.51	136.28	-0.23	-0.2%	140.11
High	137.56	136.77	-0.79	-0.6%	141.66
Low	136.46	134.92	-1.54	-1.1%	136.92
Close	137.10	136.55	-0.55	-0.4%	137.00
Range	1.10	1.85	0.75	68.2%	4.74
ATR	1.51	1.56	0.05	3.2%	0.00
Volume	127,693,508	213,203,297	85,509,789	67.0%	712,325,001

Daily Pivots for day following 08-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.63	140.94	137.57
R3	139.78	139.09	137.06
R2	137.93	137.93	136.89
R1	137.24	137.24	136.72	137.59
PP	136.08	136.08	136.08	136.25
S1	135.39	135.39	136.38	135.74
S2	134.23	134.23	136.21
S3	132.38	133.54	136.04
S4	130.53	131.69	135.53

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	140.46	134.92	5.54	4.1%	1.56	1.1%	29%	False	True	159,879,319
10	141.66	134.92	6.74	4.9%	1.38	1.0%	24%	False	True	146,321,478
20	141.66	134.92	6.74	4.9%	1.35	1.0%	24%	False	True	150,475,112
40	142.21	134.92	7.29	5.3%	1.30	1.0%	22%	False	True	148,098,201
60	142.21	134.25	7.96	5.8%	1.22	0.9%	29%	False	False	146,220,085
80	142.21	127.72	14.49	10.6%	1.21	0.9%	61%	False	False	146,300,905
100	142.21	120.03	22.18	16.2%	1.24	0.9%	74%	False	False	146,853,458
120	142.21	116.20	26.01	19.0%	1.38	1.0%	78%	False	False	159,171,658

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144.63
2.618	141.61
1.618	139.76
1.000	138.62
0.618	137.91
HIGH	136.77
0.618	136.06
0.500	135.85
0.382	135.63
LOW	134.92
0.618	133.78
1.000	133.07
1.618	131.93
2.618	130.08
4.250	127.06

Fisher Pivots for day following 08-May-2012
Pivot	1 day	3 day
R1	136.32	137.11
PP	136.08	136.92
S1	135.85	136.74

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