SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 134.02 133.94 -0.08 -0.1% 136.51
High 134.81 134.55 -0.26 -0.2% 137.56
Low 133.13 132.80 -0.33 -0.2% 134.49
Close 133.34 132.83 -0.51 -0.4% 135.61
Range 1.68 1.75 0.07 4.2% 3.07
ATR 1.60 1.61 0.01 0.7% 0.00
Volume 207,532,953 207,068,922 -464,031 -0.2% 864,942,899
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 138.64 137.49 133.79
R3 136.89 135.74 133.31
R2 135.14 135.14 133.15
R1 133.99 133.99 132.99 133.69
PP 133.39 133.39 133.39 133.25
S1 132.24 132.24 132.67 131.94
S2 131.64 131.64 132.51
S3 129.89 130.49 132.35
S4 128.14 128.74 131.87
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
5 136.87 132.80 4.07 3.1% 1.61 1.2% 1% False True 176,294,081
10 140.45 132.80 7.65 5.8% 1.69 1.3% 0% False True 178,050,229
20 141.66 132.80 8.86 6.7% 1.44 1.1% 0% False True 160,803,631
40 142.21 132.80 9.41 7.1% 1.39 1.0% 0% False True 153,306,980
60 142.21 132.80 9.41 7.1% 1.27 1.0% 0% False True 149,149,714
80 142.21 130.06 12.15 9.1% 1.24 0.9% 23% False False 149,223,456
100 142.21 124.23 17.98 13.5% 1.22 0.9% 48% False False 145,277,355
120 142.21 116.20 26.01 19.6% 1.37 1.0% 64% False False 156,598,179
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.99
2.618 139.13
1.618 137.38
1.000 136.30
0.618 135.63
HIGH 134.55
0.618 133.88
0.500 133.68
0.382 133.47
LOW 132.80
0.618 131.72
1.000 131.05
1.618 129.97
2.618 128.22
4.250 125.36
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 133.68 134.21
PP 133.39 133.75
S1 133.11 133.29

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

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