SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 136.68 135.17 -1.51 -1.1% 136.51
High 136.85 136.87 0.02 0.0% 137.56
Low 135.71 135.11 -0.60 -0.4% 134.49
Close 136.02 135.61 -0.41 -0.3% 135.61
Range 1.14 1.76 0.62 54.4% 3.07
ATR 1.57 1.58 0.01 0.9% 0.00
Volume 150,390,203 152,993,438 2,603,235 1.7% 864,942,899
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 141.14 140.14 136.58
R3 139.38 138.38 136.09
R2 137.62 137.62 135.93
R1 136.62 136.62 135.77 137.12
PP 135.86 135.86 135.86 136.12
S1 134.86 134.86 135.45 135.36
S2 134.10 134.10 135.29
S3 132.34 133.10 135.13
S4 130.58 131.34 134.64
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 145.10 143.42 137.30
R3 142.03 140.35 136.45
R2 138.96 138.96 136.17
R1 137.28 137.28 135.89 136.59
PP 135.89 135.89 135.89 135.54
S1 134.21 134.21 135.33 133.52
S2 132.82 132.82 135.05
S3 129.75 131.14 134.77
S4 126.68 128.07 133.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.56 134.49 3.07 2.3% 1.59 1.2% 36% False False 172,988,579
10 141.66 134.49 7.17 5.3% 1.56 1.1% 16% False False 157,726,790
20 141.66 134.49 7.17 5.3% 1.37 1.0% 16% False False 152,864,888
40 142.21 134.49 7.72 5.7% 1.33 1.0% 15% False False 148,849,229
60 142.21 134.33 7.88 5.8% 1.24 0.9% 16% False False 147,017,425
80 142.21 130.06 12.15 9.0% 1.22 0.9% 46% False False 146,916,968
100 142.21 120.03 22.18 16.4% 1.25 0.9% 70% False False 145,519,653
120 142.21 116.20 26.01 19.2% 1.36 1.0% 75% False False 157,285,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.35
2.618 141.48
1.618 139.72
1.000 138.63
0.618 137.96
HIGH 136.87
0.618 136.20
0.500 135.99
0.382 135.78
LOW 135.11
0.618 134.02
1.000 133.35
1.618 132.26
2.618 130.50
4.250 127.63
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 135.99 135.68
PP 135.86 135.66
S1 135.74 135.63

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

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