SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 135.17 134.31 -0.86 -0.6% 136.51
High 136.87 135.61 -1.26 -0.9% 137.56
Low 135.11 133.91 -1.20 -0.9% 134.49
Close 135.61 134.11 -1.50 -1.1% 135.61
Range 1.76 1.70 -0.06 -3.4% 3.07
ATR 1.58 1.59 0.01 0.5% 0.00
Volume 152,993,438 163,484,891 10,491,453 6.9% 864,942,899
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 139.64 138.58 135.05
R3 137.94 136.88 134.58
R2 136.24 136.24 134.42
R1 135.18 135.18 134.27 134.86
PP 134.54 134.54 134.54 134.39
S1 133.48 133.48 133.95 133.16
S2 132.84 132.84 133.80
S3 131.14 131.78 133.64
S4 129.44 130.08 133.18
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
5 136.87 133.91 2.96 2.2% 1.71 1.3% 7% False True 180,146,856
10 141.66 133.91 7.75 5.8% 1.65 1.2% 3% False True 162,570,701
20 141.66 133.91 7.75 5.8% 1.39 1.0% 3% False True 153,650,914
40 142.21 133.91 8.30 6.2% 1.36 1.0% 2% False True 149,114,399
60 142.21 133.91 8.30 6.2% 1.24 0.9% 2% False True 146,635,071
80 142.21 130.06 12.15 9.1% 1.23 0.9% 33% False False 147,383,151
100 142.21 120.37 21.84 16.3% 1.24 0.9% 63% False False 145,324,908
120 142.21 116.20 26.01 19.4% 1.37 1.0% 69% False False 156,853,753
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 False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.84
2.618 140.06
1.618 138.36
1.000 137.31
0.618 136.66
HIGH 135.61
0.618 134.96
0.500 134.76
0.382 134.56
LOW 133.91
0.618 132.86
1.000 132.21
1.618 131.16
2.618 129.46
4.250 126.69
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 134.76 135.39
PP 134.54 134.96
S1 134.33 134.54

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

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