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

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

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