SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 132.31 131.25 -1.06 -0.8% 134.31
High 133.23 132.46 -0.77 -0.6% 135.61
Low 131.34 129.99 -1.35 -1.0% 129.55
Close 132.20 132.27 0.07 0.1% 129.74
Range 1.89 2.47 0.58 30.7% 6.06
ATR 1.73 1.79 0.05 3.0% 0.00
Volume 197,395,172 204,723,672 7,328,500 3.7% 1,145,464,000
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 138.98 138.10 133.63
R3 136.51 135.63 132.95
R2 134.04 134.04 132.72
R1 133.16 133.16 132.50 133.60
PP 131.57 131.57 131.57 131.80
S1 130.69 130.69 132.04 131.13
S2 129.10 129.10 131.82
S3 126.63 128.22 131.59
S4 124.16 125.75 130.91
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
5 133.23 129.55 3.68 2.8% 2.14 1.6% 74% False False 229,461,543
10 136.87 129.55 7.32 5.5% 1.87 1.4% 37% False False 202,877,812
20 141.66 129.55 12.11 9.2% 1.70 1.3% 22% False False 178,121,618
40 142.21 129.55 12.66 9.6% 1.54 1.2% 21% False False 166,553,007
60 142.21 129.55 12.66 9.6% 1.37 1.0% 21% False False 157,569,551
80 142.21 129.55 12.66 9.6% 1.28 1.0% 21% False False 153,964,875
100 142.21 125.50 16.71 12.6% 1.27 1.0% 41% False False 151,354,633
120 142.21 120.03 22.18 16.8% 1.36 1.0% 55% False False 157,354,760
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 142.96
2.618 138.93
1.618 136.46
1.000 134.93
0.618 133.99
HIGH 132.46
0.618 131.52
0.500 131.23
0.382 130.93
LOW 129.99
0.618 128.46
1.000 127.52
1.618 125.99
2.618 123.52
4.250 119.49
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 131.92 132.04
PP 131.57 131.82
S1 131.23 131.59

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

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