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

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

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