SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	132.48	133.16	0.68	0.5%	130.16
High	132.85	133.93	1.08	0.8%	133.23
Low	131.78	131.17	-0.61	-0.5%	129.95
Close	132.10	133.70	1.60	1.2%	132.10
Range	1.07	2.76	1.69	157.9%	3.28
ATR	1.71	1.79	0.07	4.4%	0.00
Volume	135,451,078	152,665,750	17,214,672	12.7%	882,596,688

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.21	140.22	135.22
R3	138.45	137.46	134.46
R2	135.69	135.69	134.21
R1	134.70	134.70	133.95	135.20
PP	132.93	132.93	132.93	133.18
S1	131.94	131.94	133.45	132.44
S2	130.17	130.17	133.19
S3	127.41	129.18	132.94
S4	124.65	126.42	132.18

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	141.60	140.13	133.90
R3	138.32	136.85	133.00
R2	135.04	135.04	132.70
R1	133.57	133.57	132.40	134.31
PP	131.76	131.76	131.76	132.13
S1	130.29	130.29	131.80	131.03
S2	128.48	128.48	131.50
S3	125.20	127.01	131.20
S4	121.92	123.73	130.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.93	129.99	3.94	2.9%	1.92	1.4%	94%	True	False	171,490,159
10	134.81	129.55	5.26	3.9%	1.94	1.5%	79%	False	False	201,724,154
20	141.66	129.55	12.11	9.1%	1.80	1.3%	34%	False	False	182,147,428
40	142.21	129.55	12.66	9.5%	1.57	1.2%	33%	False	False	166,715,072
60	142.21	129.55	12.66	9.5%	1.39	1.0%	33%	False	False	157,639,229
80	142.21	129.55	12.66	9.5%	1.31	1.0%	33%	False	False	154,207,415
100	142.21	126.43	15.78	11.8%	1.29	1.0%	46%	False	False	151,748,865
120	142.21	120.03	22.18	16.6%	1.36	1.0%	62%	False	False	155,960,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Widest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	145.66
2.618	141.16
1.618	138.40
1.000	136.69
0.618	135.64
HIGH	133.93
0.618	132.88
0.500	132.55
0.382	132.22
LOW	131.17
0.618	129.46
1.000	128.41
1.618	126.70
2.618	123.94
4.250	119.44

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	133.32	133.32
PP	132.93	132.93
S1	132.55	132.55

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols