SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 133.00 133.88 0.88 0.7% 131.58
High 133.83 134.00 0.17 0.1% 133.77
Low 132.94 133.12 0.18 0.1% 130.44
Close 133.24 133.66 0.42 0.3% 133.15
Range 0.89 0.88 -0.01 -1.1% 3.33
ATR 1.44 1.40 -0.04 -2.8% 0.00
Volume 120,840,091 120,226,803 -613,288 -0.5% 660,263,985
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 136.23 135.83 134.14
R3 135.35 134.95 133.90
R2 134.47 134.47 133.82
R1 134.07 134.07 133.74 133.83
PP 133.59 133.59 133.59 133.48
S1 133.19 133.19 133.58 132.95
S2 132.71 132.71 133.50
S3 131.83 132.31 133.42
S4 130.95 131.43 133.18
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
5 134.00 132.45 1.55 1.2% 0.80 0.6% 78% True False 125,635,681
10 134.00 129.67 4.33 3.2% 0.96 0.7% 92% True False 131,597,299
20 134.00 125.28 8.72 6.5% 1.31 1.0% 96% True False 190,834,137
40 134.69 125.28 9.41 7.0% 1.38 1.0% 89% False False 182,800,563
60 134.69 125.28 9.41 7.0% 1.28 1.0% 89% False False 168,914,917
80 134.69 123.75 10.94 8.2% 1.16 0.9% 91% False False 155,090,914
100 134.69 117.59 17.10 12.8% 1.16 0.9% 94% False False 159,622,422
120 134.69 116.02 18.67 14.0% 1.18 0.9% 94% False False 163,685,650
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137.74
2.618 136.30
1.618 135.42
1.000 134.88
0.618 134.54
HIGH 134.00
0.618 133.66
0.500 133.56
0.382 133.46
LOW 133.12
0.618 132.58
1.000 132.24
1.618 131.70
2.618 130.82
4.250 129.38
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 133.63 133.59
PP 133.59 133.51
S1 133.56 133.44

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

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