SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 132.60 133.41 0.81 0.6% 131.58
High 132.96 133.77 0.81 0.6% 133.77
Low 132.45 132.83 0.38 0.3% 130.44
Close 132.59 133.15 0.56 0.4% 133.15
Range 0.51 0.94 0.43 84.3% 3.33
ATR 1.56 1.53 -0.03 -1.7% 0.00
Volume 132,558,032 153,904,634 21,346,602 16.1% 660,263,985
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 136.07 135.55 133.67
R3 135.13 134.61 133.41
R2 134.19 134.19 133.32
R1 133.67 133.67 133.24 133.46
PP 133.25 133.25 133.25 133.15
S1 132.73 132.73 133.06 132.52
S2 132.31 132.31 132.98
S3 131.37 131.79 132.89
S4 130.43 130.85 132.63
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 142.44 141.13 134.98
R3 139.11 137.80 134.07
R2 135.78 135.78 133.76
R1 134.47 134.47 133.46 135.13
PP 132.45 132.45 132.45 132.78
S1 131.14 131.14 132.84 131.80
S2 129.12 129.12 132.54
S3 125.79 127.81 132.23
S4 122.46 124.48 131.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.77 130.44 3.33 2.5% 0.94 0.7% 81% True False 132,052,797
10 133.77 128.32 5.45 4.1% 1.03 0.8% 89% True False 140,582,662
20 133.77 125.28 8.49 6.4% 1.46 1.1% 93% True False 200,986,329
40 134.69 125.28 9.41 7.1% 1.38 1.0% 84% False False 182,901,790
60 134.69 125.28 9.41 7.1% 1.30 1.0% 84% False False 169,895,646
80 134.69 122.41 12.28 9.2% 1.17 0.9% 87% False False 155,548,854
100 134.69 117.59 17.10 12.8% 1.18 0.9% 91% False False 161,848,292
120 134.69 115.65 19.04 14.3% 1.20 0.9% 92% False False 165,779,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 137.77
2.618 136.23
1.618 135.29
1.000 134.71
0.618 134.35
HIGH 133.77
0.618 133.41
0.500 133.30
0.382 133.19
LOW 132.83
0.618 132.25
1.000 131.89
1.618 131.31
2.618 130.37
4.250 128.84
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 133.30 133.12
PP 133.25 133.09
S1 133.20 133.07

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

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