SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 133.43 133.00 -0.43 -0.3% 131.58
High 133.67 133.83 0.16 0.1% 133.77
Low 132.88 132.94 0.06 0.0% 130.44
Close 133.26 133.24 -0.02 0.0% 133.15
Range 0.79 0.89 0.10 12.7% 3.33
ATR 1.48 1.44 -0.04 -2.8% 0.00
Volume 100,648,849 120,840,091 20,191,242 20.1% 660,263,985
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 136.01 135.51 133.73
R3 135.12 134.62 133.48
R2 134.23 134.23 133.40
R1 133.73 133.73 133.32 133.98
PP 133.34 133.34 133.34 133.46
S1 132.84 132.84 133.16 133.09
S2 132.45 132.45 133.08
S3 131.56 131.95 133.00
S4 130.67 131.06 132.75
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
5 133.83 132.36 1.47 1.1% 0.79 0.6% 60% True False 128,724,425
10 133.83 128.32 5.51 4.1% 1.04 0.8% 89% True False 134,396,196
20 133.83 125.28 8.55 6.4% 1.33 1.0% 93% True False 192,509,952
40 134.69 125.28 9.41 7.1% 1.38 1.0% 85% False False 182,266,314
60 134.69 125.28 9.41 7.1% 1.28 1.0% 85% False False 168,947,775
80 134.69 123.73 10.96 8.2% 1.16 0.9% 87% False False 155,056,235
100 134.69 117.59 17.10 12.8% 1.17 0.9% 92% False False 159,996,760
120 134.69 116.02 18.67 14.0% 1.19 0.9% 92% False False 164,495,008
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.61
2.618 136.16
1.618 135.27
1.000 134.72
0.618 134.38
HIGH 133.83
0.618 133.49
0.500 133.39
0.382 133.28
LOW 132.94
0.618 132.39
1.000 132.05
1.618 131.50
2.618 130.61
4.250 129.16
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 133.39 133.33
PP 133.34 133.30
S1 133.29 133.27

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

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