SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 135.10 136.68 1.58 1.2% 140.11
High 136.61 136.85 0.24 0.2% 141.66
Low 134.49 135.71 1.22 0.9% 136.92
Close 135.74 136.02 0.28 0.2% 137.00
Range 2.12 1.14 -0.98 -46.2% 4.74
ATR 1.60 1.57 -0.03 -2.1% 0.00
Volume 220,662,453 150,390,203 -70,272,250 -31.8% 712,325,001
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 139.61 138.96 136.65
R3 138.47 137.82 136.33
R2 137.33 137.33 136.23
R1 136.68 136.68 136.12 136.44
PP 136.19 136.19 136.19 136.07
S1 135.54 135.54 135.92 135.30
S2 135.05 135.05 135.81
S3 133.91 134.40 135.71
S4 132.77 133.26 135.39
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
5 139.30 134.49 4.81 3.5% 1.72 1.3% 32% False False 181,145,704
10 141.66 134.49 7.17 5.3% 1.48 1.1% 21% False False 154,820,973
20 141.66 134.49 7.17 5.3% 1.38 1.0% 21% False False 153,675,831
40 142.21 134.49 7.72 5.7% 1.31 1.0% 20% False False 149,148,350
60 142.21 134.29 7.92 5.8% 1.24 0.9% 22% False False 147,711,081
80 142.21 129.08 13.13 9.7% 1.22 0.9% 53% False False 147,042,507
100 142.21 120.03 22.18 16.3% 1.25 0.9% 72% False False 146,194,008
120 142.21 116.20 26.01 19.1% 1.37 1.0% 76% False False 158,766,734
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 False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.70
2.618 139.83
1.618 138.69
1.000 137.99
0.618 137.55
HIGH 136.85
0.618 136.41
0.500 136.28
0.382 136.15
LOW 135.71
0.618 135.01
1.000 134.57
1.618 133.87
2.618 132.73
4.250 130.87
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 136.28 135.90
PP 136.19 135.79
S1 136.11 135.67

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

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