SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 130.16 132.31 2.15 1.7% 134.31
High 132.02 133.23 1.21 0.9% 135.61
Low 129.95 131.34 1.39 1.1% 129.55
Close 131.97 132.20 0.23 0.2% 129.74
Range 2.07 1.89 -0.18 -8.7% 6.06
ATR 1.72 1.73 0.01 0.7% 0.00
Volume 177,811,641 197,395,172 19,583,531 11.0% 1,145,464,000
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 137.93 136.95 133.24
R3 136.04 135.06 132.72
R2 134.15 134.15 132.55
R1 133.17 133.17 132.37 132.72
PP 132.26 132.26 132.26 132.03
S1 131.28 131.28 132.03 130.83
S2 130.37 130.37 131.85
S3 128.48 129.39 131.68
S4 126.59 127.50 131.16
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 149.81 145.84 133.07
R3 143.75 139.78 131.41
R2 137.69 137.69 130.85
R1 133.72 133.72 130.30 132.68
PP 131.63 131.63 131.63 131.11
S1 127.66 127.66 129.18 126.62
S2 125.57 125.57 128.63
S3 119.51 121.60 128.07
S4 113.45 115.54 126.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.55 129.55 5.00 3.8% 2.00 1.5% 53% False False 229,930,593
10 136.87 129.55 7.32 5.5% 1.84 1.4% 36% False False 204,471,690
20 141.66 129.55 12.11 9.2% 1.61 1.2% 22% False False 175,396,584
40 142.21 129.55 12.66 9.6% 1.50 1.1% 21% False False 164,426,101
60 142.21 129.55 12.66 9.6% 1.34 1.0% 21% False False 156,312,058
80 142.21 129.55 12.66 9.6% 1.27 1.0% 21% False False 153,242,043
100 142.21 124.86 17.35 13.1% 1.26 1.0% 42% False False 150,541,678
120 142.21 120.00 22.21 16.8% 1.38 1.0% 55% False False 158,343,843
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 141.26
2.618 138.18
1.618 136.29
1.000 135.12
0.618 134.40
HIGH 133.23
0.618 132.51
0.500 132.29
0.382 132.06
LOW 131.34
0.618 130.17
1.000 129.45
1.618 128.28
2.618 126.39
4.250 123.31
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 132.29 131.93
PP 132.26 131.66
S1 132.23 131.39

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

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