SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 121.85 120.65 -1.20 -1.0% 119.01
High 122.12 121.33 -0.79 -0.6% 121.86
Low 121.23 118.25 -2.98 -2.5% 118.47
Close 121.35 118.48 -2.87 -2.4% 121.81
Range 0.89 3.08 2.19 246.6% 3.39
ATR 1.22 1.36 0.13 11.0% 0.00
Volume 143,351,665 355,569,950 212,218,285 148.0% 984,250,728
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 128.61 126.63 120.18
R3 125.52 123.54 119.33
R2 122.44 122.44 119.05
R1 120.46 120.46 118.76 119.91
PP 119.35 119.35 119.35 119.08
S1 117.38 117.38 118.20 116.82
S2 116.27 116.27 117.91
S3 113.19 114.29 117.63
S4 110.10 111.21 116.78
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 130.88 129.74 123.68
R3 127.49 126.35 122.74
R2 124.10 124.10 122.43
R1 122.96 122.96 122.12 123.53
PP 120.71 120.71 120.71 121.00
S1 119.57 119.57 121.50 120.14
S2 117.32 117.32 121.19
S3 113.93 116.18 120.88
S4 110.54 112.79 119.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.12 118.25 3.87 3.3% 1.70 1.4% 6% False True 221,616,180
10 122.12 118.25 3.87 3.3% 1.53 1.3% 6% False True 215,452,404
20 122.12 116.61 5.51 4.7% 1.26 1.1% 34% False False 177,442,790
40 122.12 112.00 10.12 8.5% 1.15 1.0% 64% False False 174,758,278
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 0.38
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 134.44
2.618 129.41
1.618 126.33
1.000 124.42
0.618 123.24
HIGH 121.33
0.618 120.16
0.500 119.79
0.382 119.43
LOW 118.25
0.618 116.34
1.000 115.17
1.618 113.26
2.618 110.17
4.250 105.14
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 119.79 120.19
PP 119.35 119.62
S1 118.92 119.05

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

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