SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 133.41 133.43 0.02 0.0% 131.58
High 133.77 133.67 -0.10 -0.1% 133.77
Low 132.83 132.88 0.05 0.0% 130.44
Close 133.15 133.26 0.11 0.1% 133.15
Range 0.94 0.79 -0.15 -16.0% 3.33
ATR 1.53 1.48 -0.05 -3.5% 0.00
Volume 153,904,634 100,648,849 -53,255,785 -34.6% 660,263,985
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 135.64 135.24 133.69
R3 134.85 134.45 133.48
R2 134.06 134.06 133.40
R1 133.66 133.66 133.33 133.47
PP 133.27 133.27 133.27 133.17
S1 132.87 132.87 133.19 132.68
S2 132.48 132.48 133.12
S3 131.69 132.08 133.04
S4 130.90 131.29 132.83
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% 0.90 0.7% 85% False False 130,407,579
10 133.77 128.32 5.45 4.1% 1.03 0.8% 91% False False 135,269,103
20 133.77 125.28 8.49 6.4% 1.38 1.0% 94% False False 195,189,611
40 134.69 125.28 9.41 7.1% 1.38 1.0% 85% False False 182,053,546
60 134.69 125.28 9.41 7.1% 1.29 1.0% 85% False False 169,533,115
80 134.69 123.15 11.54 8.7% 1.16 0.9% 88% False False 155,084,877
100 134.69 117.59 17.10 12.8% 1.17 0.9% 92% False False 160,994,317
120 134.69 116.02 18.67 14.0% 1.19 0.9% 92% False False 165,103,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.03
2.618 135.74
1.618 134.95
1.000 134.46
0.618 134.16
HIGH 133.67
0.618 133.37
0.500 133.28
0.382 133.18
LOW 132.88
0.618 132.39
1.000 132.09
1.618 131.60
2.618 130.81
4.250 129.52
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 133.28 133.21
PP 133.27 133.16
S1 133.27 133.11

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

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